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Nonparametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - 2009
Persistent link: https://www.econbiz.de/10003942456
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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005926456
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005928714
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Non-parametric estimation of operational risk losses adjusted for under-reporting
Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; … - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 293
Persistent link: https://www.econbiz.de/10007887274
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Performance measurement of pension strategies: a case study of Danish life-cycle products
Guilln, Montserrat; Nielsen, Jens Perch; Prez-Marn, Ana M. - In: Scandinavian actuarial journal : Actuarial Society of … 2013 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010069867
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Linton, Oliver (contributor); Song, Kyungchul (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805782
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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375855
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Estimating features of a distribution from binomial data
Lewbel, Arthur (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375857