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Global polynomial kernel hazard estimation

Nielsen, Jens Perch (contributor); … - 2000 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001543234

Boundary and bias correction in kernel hazard estimation

Nielsen, Jens Perch (contributor); … - 2000 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001543238

Local transformation kernel density estimation of loss distributions

Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10003885747

Nonparametric regression with a latent time series

Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - 2009

Persistent link: https://www.econbiz.de/10003942456

Do-validation for Kernel density estimation

Mammen, Enno; Martı́nez Miranda, Marı́a Dolores; … - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 651-660

Persistent link: https://www.econbiz.de/10009267539

Kernel, density estimation of actuarial loss functions

Bolance, Catalina; Guillén, Montserrat; Nielsen, Jens Perch - 2000

Persistent link: https://www.econbiz.de/10001493542

Boundary and bias correction in kernel hazard estimation

Nielsen, Jens Perch; Tanggaard, Carsten - 2000

Persistent link: https://www.econbiz.de/10001493811

Local transformation kernel density estimation of loss distributions

Gustafsson, Jim; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006

We develop a tailor made semiparametric asymmetric kernel density estimator for the estimation of actuarial loss distributions. The estimator is obtained by transforming the data with the generalized Champernowne distribution initially fitted to the data. Then the density of the transformed data...

Persistent link: https://www.econbiz.de/10003394377

Local transformation kernel density estimation of loss

Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006

Persistent link: https://www.econbiz.de/10003459159

Calendar effect and in-sample forecasting

Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance / Mathematics & economics 96 (2021), pp. 31-52

Persistent link: https://www.econbiz.de/10012482744