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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
suggested by new growth theory, while addressing the variable selection problem by means of Bayesian model averaging …. Controlling for variable selection uncertainty, we confirm the evidence in favor of new growth theory presented in several earlier …
Persistent link: https://www.econbiz.de/10011382708
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Non-Modellable Risk Factor (NMRF) Measurement Using Gaussian Process Regression (GPR)
Slime, Badreddine - 2019
introduce the concept and theory of Gaussian Process Regression (GPR). Thereafter, we show the motivation and we also explain …
Persistent link: https://www.econbiz.de/10012897595
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Factorisable sparse tail event curves with expectiles
Härdle, Wolfgang; Huang, Chen; Chao, Shih-Kang - 2016
Persistent link: https://www.econbiz.de/10011452923
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A regression surprise resolved
Lillestøl, Jostein (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003756900
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Competing risks quantile regression
Peng, Limin; Fine, Jason P. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1440-1453
Persistent link: https://www.econbiz.de/10003993269
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On a combination of convex risk minimization methods
Christmann, Andreas - In: Classification - the ubiquitous challenge : proceedings …, (pp. 434-441). 2005
Persistent link: https://www.econbiz.de/10003569550
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Measuring systemic financial risk and analyzing influential factors : an extreme value approach
Wang, Yan; Chen, Shoudong; Zhang, Xiu - In: China finance review international 4 (2014) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10011338998
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Tail event driven ASset allocation : evidence from equity and mutual funds’ markets
Härdle, Wolfgang; Lee, David Kuo Chuen; Nasekin, Sergey; … - 2015
Classical asset allocation methods have assumed that the distribution of asset returns is smooth, well behaved with stable statistical moments over time. The distribution is assumed to have constant moments with e.g., Gaussian distribution that can be conveniently parameterised by the first two...
Persistent link: https://www.econbiz.de/10011349525
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Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154
Persistent link: https://www.econbiz.de/10010247347
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Essays on treatment effect estimation
Rehse, Dominik - 2015
Persistent link: https://www.econbiz.de/10011526496