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ECONIS (ZBW)
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Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert
;
Stoev, Stilian
;
Cooley, Daniel
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
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2
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
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3
Fitting the term structure of interest rates with smoothing splines
Fisher, Mark
;
Nychka, Douglas W.
;
Zervos, David
-
1995
Persistent link: https://www.econbiz.de/10000923674
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4
Semi-nonparametric maximum likelihood estimation
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10001020997
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5
Nonparametric transformations for both sides of a regression model
Nychka, Douglas W.
- In:
Journal of the Royal Statistical Society
57
(
1995
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10001183033
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