Narrow search
Showing 1 - 10 of 9,214
Cover Image
A new tool for robust estimation and identification of unusual data points
Garciga, Christian; Verbrugge, Randal - 2020
Persistent link: https://www.econbiz.de/10012182776
Cover Image
Gibbs posterior inference on value-at-risk
Syring, Nicholas; Hong, Liang; Martin, Ryan - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 548-557
Persistent link: https://www.econbiz.de/10012194974
Cover Image
Discordant relaxations of misspecified models
Kédagni, Désiré; Li, Lixiong; Mourifié, Ismael - 2021
Persistent link: https://www.econbiz.de/10012650288
Cover Image
Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022
Persistent link: https://www.econbiz.de/10013194599
Cover Image
Discordant relaxations of misspecified models
Kédagni, Désiré; Li, Lixiong; Mourifié, Ismael - 2021
misspecification. We provide a sufficient condition for the existence of discordant outer sets which covers models characterized by … sets of these minimum relaxations is misspecification-robust and it has a new and intuitive empirical interpretation …
Persistent link: https://www.econbiz.de/10012501418
Cover Image
Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012308723
Cover Image
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Cover Image
Counterfactual sensitivity and robustness
Christensen, Tim; Connault, Benjamin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 263-298
Persistent link: https://www.econbiz.de/10014309654
Cover Image
Robust implementation in teneral mechanisms
Bergemann, Dirk (contributor); Morris, Stephen (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767443
Cover Image
Measuring model risk
Sibbertsen, Philipp (contributor);  … - 2008
Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious over- or...
Persistent link: https://www.econbiz.de/10003784020