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Estimation of regression functions with certain monotonicity and concavity, convexity restrictions
Dahlbom, Ulla - 1994
Persistent link: https://www.econbiz.de/10004221775
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Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2002
We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...
Persistent link: https://www.econbiz.de/10011091541
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Optimal funding and asset allocation rules for defined-benefit pension plans
Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983
Persistent link: https://www.econbiz.de/10002653682
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Kreditrisiko (CreditMetrics)
Heidorn, Thomas - 1999
Persistent link: https://www.econbiz.de/10004139969
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Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver - 1998
Persistent link: https://www.econbiz.de/10004379529
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Uncertainty, calibration and probability : the statistics of scientific and industrial measurement
Dietrich, Cornelius F. - 1991 - 2. ed.
Persistent link: https://www.econbiz.de/10004108908
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Exploiting continuity : maximum entropy estimation of continuous distributions
Theil, Henri; Fiebig, Denzil G. - 1984
Persistent link: https://www.econbiz.de/10004717184
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Probabilistic sets in decision making and control
Czogała, Ernest - 1984
Persistent link: https://www.econbiz.de/10004048087
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Loss distributions
Hogg, Robert V.; Klugman, Stuart A. - 1984
Persistent link: https://www.econbiz.de/10004389842