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Time Series Properties of a Rating System Based on Financial Ratios
Krüger, Ulrich - 2016
Persistent link: https://www.econbiz.de/10012989314
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Cyber loss model risk translates to premium mispricing and risk sensitivity
Peters, Gareth; Malavasi, Matteo; Sofronov, Georgy; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 2, pp. 372-433
Persistent link: https://www.econbiz.de/10014326499
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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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How sensitive are average derivatives?
Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992
Persistent link: https://www.econbiz.de/10000834352
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Testing a parametric model against a semiparametric alternative
Horowitz, Joel; Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000837903
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Testomg increasing dispersion
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000839552
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Symmetrized nearest neighbor regression estimates
Carroll, Raymond J. - 1987
Persistent link: https://www.econbiz.de/10000750200
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Bandwidth choice for density derivatives
Härdle, Wolfgang - 1988
Persistent link: https://www.econbiz.de/10000750202
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Resistant smoothing using the fast Fourier transform
Härdle, Wolfgang - 1986
Persistent link: https://www.econbiz.de/10000728070
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Investigations smooth multiple regression by the method of average derivatives
Härdle, Wolfgang; Stoker, Thomas Martin - 1987
Persistent link: https://www.econbiz.de/10000730754