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~isPartOf:"FAME research paper series"
~isPartOf:"IAM paper"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Search: subject:"Statistik"
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Estimation
Nonparametric statistics
Nichtparametrisches Verfahren
8
Bootstrap approach
3
Bootstrap-Verfahren
3
Risikomanagement
3
Risk management
3
Core
2
Credit risk
2
Estimation theory
2
Kreditrisiko
2
Nichtlineare Optimierung
2
Nonlinear programming
2
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Portfolio-Management
2
Risikomaß
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Risk measure
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Schätztheorie
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Schätzung
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Statistical distribution
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Statistical test
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Statistischer Test
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Kapitalanlage
1
Krankenversicherung
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Loss
1
Mathematical programming
1
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1
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
Author
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Chen, Xiaohong
Scaillet, Olivier
Cosma, Antonio
1
Couderc, Fabien
1
Denuit, Michel
1
Fan, Yanqin
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
Hagmann, Matthias
1
Patton, Andrew J.
1
Renault, Olivier
1
Sachs, Rainer von
1
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1
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International Center for Financial Asset Management and Engineering
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FAME research paper series
IAM paper
Cowles Foundation discussion paper
24
Journal of econometrics
21
Cowles Foundation Discussion Paper
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Research paper series / Swiss Finance Institute
12
Swiss Finance Institute Research Paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Yale Economics Department working papers
3
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2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research paper / International Center for Financial Asset Management and Engineering
2
Working paper series economics and econometrics
2
Annals of economics and statistics
1
Annual review of economics
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / LSE Financial Markets Group
1
Econometrics papers
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Economics letters
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Handbook of econometrics : volume 6B
1
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IRES discussion papers
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Swiss Finance Institute Research Paper 06-30
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The econometrics journal
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ECONIS (ZBW)
9
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1
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
3
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
4
Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074209
Saved in:
5
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
6
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
7
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
8
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
9
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
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