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A logistic regression point of view toward loss given default distribution estimation
Hwang, Ruey-Ching; Chu, Chih-Kang - In: Quantitative finance 18 (2018) 3, pp. 419-435
Persistent link: https://www.econbiz.de/10011906390
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On Bayesian credibility mean for finite mixture distributions
Jahanbani, Ehsan; Najafabadi, Amir T. Payandeh; … - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10014519964
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Cautionary note on the two-step transformation to normality
Rönkkö, Mikko; Aguirre-Urreta, Miguel I. - In: The journal of information systems : JIS ; a semiannual … 34 (2020) 1, pp. 151-166
Persistent link: https://www.econbiz.de/10012249838
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Posterior densities for nonlinear regression with equicorrelated errors
Osiewalski, Jacek - 1989
Persistent link: https://www.econbiz.de/10000782931
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000784300
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000793171
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Density weighted linear least squares
Newey, Whitney K.; Ruud, Paul Arthur - 1994
Persistent link: https://www.econbiz.de/10000939572
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Distribution free exponential bound for the L1-error of partitioning-estimates of a regression function
Devroye, Luc - 1985
Persistent link: https://www.econbiz.de/10001325531
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001619184
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001585046