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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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On the natural restrictions in the singular Gauss-Markov model
Tian, Yongge; Beisiegel, M.; Dagenais, E.; Haines, C. - In: Statistical papers 49 (2008) 3, pp. 553-564
Persistent link: https://www.econbiz.de/10003715387
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A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time
Kohler, Michael - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10003716614
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Development and validation of credit-scoring models
Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - 2007
Accurate credit-granting decisions are crucial to the efficiency of the decentralized capital allocation mechanisms in modern market economies. Credit bureaus and many financial institutions have developed and used credit-scoring models to standardize and automate, to the extent possible, credit...
Persistent link: https://www.econbiz.de/10003728240
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A note on Bayesian nonparametric regression function estimation
Scricciolo, Catia - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 321-334
Persistent link: https://www.econbiz.de/10003737674
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MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de; Yuan, Ao - 2008
Persistent link: https://www.econbiz.de/10003739113
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Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Journal of econometrics 146 (2008) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of econometrics 144 (2008) 2, pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
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Instrumental regression in partially linear models
Florens, Jean-Pierre (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003328253
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Identification and estimation of regression models with misclassification
Mahajan, Aprajit - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 631-665
Persistent link: https://www.econbiz.de/10003329576