Bayesian Estimation of Truncated Data with Applications to Operational Risk Measurement
Year of publication: |
2014
|
---|---|
Authors: | Zhou, Xiaoping |
Other Persons: | Giacometti, Rosella (contributor) ; Fabozzi, Frank J. (contributor) ; Tucker, Ann (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Messung | Measurement |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, November 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2012 erstellt |
Classification: | C1 - Econometric and Statistical Methods: General ; C8 - Data Collection and Data Estimation Methodology; Computer Programs ; C11 - Bayesian Analysis ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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