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A sturdy reduced-bias extreme quantile (VaR) estimator
Gomes, M. Ivette; Pestana, Dinis - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 280-292
Persistent link: https://www.econbiz.de/10003431156
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Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
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Adversarial risk analysis
Ríos Insua, David; Rios, Jesus; Banks, David - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 841-854
Persistent link: https://www.econbiz.de/10003885714
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Monte Carlo smoothing for nonlinear time series
Godsill, Simon J.; Doucet, Arnaud; West, Mike - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 156-168
Persistent link: https://www.econbiz.de/10002029615
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On a likelihood approach for Monte Carlo integration
Tan, Zhiqiang - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1027-1036
Persistent link: https://www.econbiz.de/10002506612
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Monte Carlo state-space likelihoods by weighted posterior kernel density estimation
De Valpine, Perry - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 523-536
Persistent link: https://www.econbiz.de/10002096118
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Confidence regions for the multinomial parameter with small sample size
Chafai͏̈, Djalil; Concordet, Didier - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1071-1079
Persistent link: https://www.econbiz.de/10003902794
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Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
Gandy, Axel - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1504-1511
Persistent link: https://www.econbiz.de/10003993017
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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming; Chen, Rong; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
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Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation
Guha, Subharup; MacEachern, Steven N. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1175-1184
Persistent link: https://www.econbiz.de/10003375956