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Individual weighted excess and least square values
Zhang, Xia; Brink, René van den; Estévez-Fernández, … - In: Mathematical methods of operations research : ZOR 95 (2022) 2, pp. 281-296
Persistent link: https://www.econbiz.de/10013454881
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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001500668
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589
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Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim - 1999
Persistent link: https://www.econbiz.de/10001430382
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Semiparametric estimation of single-index transition intensities
Gørgens, Tue - 1999
Persistent link: https://www.econbiz.de/10001431536
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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Kernel, density estimation of actuarial loss functions
Bolance, Catalina; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493542
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Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493811
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NP-REG: an interactive package for kernel density estimation and non-parametric regression
Duncan, Alan S.; Jones, Andrew M. - 1992
Persistent link: https://www.econbiz.de/10000834239