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Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel; Alvarez, Susana - In: Computational economics 40 (2012) 2, pp. 115-129
Persistent link: https://www.econbiz.de/10009627482
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Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 54 (2019) 2, pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis - In: Computational economics 57 (2021) 4, pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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A non-parametric test for partial monotonicity in multiple regression
Beek, Misha van; Daniels, Hennie A. M. - In: Computational economics 44 (2014) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10010396230
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Exploring US business cycles with bivariate loops using penalized spline regression
Kauermann, Göran; Teuber, Timo; Flaschel, Peter - In: Computational economics 39 (2012) 4, pp. 409-427
Persistent link: https://www.econbiz.de/10009540916
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Nonparametric regression using clusters
Vinod, Hrishikesh D.; Viole, Fred - In: Computational economics 52 (2018) 4, pp. 1317-1334
Persistent link: https://www.econbiz.de/10012053357
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Generalized, partial and canonical correlation coefficients
Vinod, Hrishikesh D. - In: Computational economics 60 (2022) 4, pp. 1479-1506
Persistent link: https://www.econbiz.de/10013447451
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Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan; Desiderio, Saul - In: Computational economics 60 (2022) 4, pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
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Data augmentation based quantile regression estimation for censored partially linear additive model
Li, Lu; Hao, Ruiting; Yang, Xiaorong - In: Computational economics 64 (2024) 2, pp. 1083-1112
Persistent link: https://www.econbiz.de/10015078079
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Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Computational economics 38 (2011) 4, pp. 465-481
Persistent link: https://www.econbiz.de/10009356876