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~isPartOf:"FAME research paper series"
~language:"eng"
~person:"Chernozhukov, Victor"
~person:"Frölich, Markus"
~person:"Scaillet, Olivier"
~subject:"Nonparametric statistics"
~subject:"Wage structure"
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Nonparametric statistics
Wage structure
Nichtparametrisches Verfahren
7
Bootstrap approach
3
Bootstrap-Verfahren
3
Risikomanagement
3
Risk management
3
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2
Credit risk
2
Estimation
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Chernozhukov, Victor
Frölich, Markus
Scaillet, Olivier
Couderc, Fabien
1
Denuit, Michel
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
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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
CEMMAP working papers / Centre for Microdata Methods and Practice
33
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11
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
10
Research paper series / Swiss Finance Institute
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Journal of econometrics
8
Swiss Finance Institute Research Paper
8
IZA Discussion Paper
6
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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ECONIS (ZBW)
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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
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3
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
4
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
5
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
6
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:
7
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
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