P(enalized)-splines and fractional polynomials (FPs) have emerged as powerful smoothing techniques with increasing … restricted maximum likelihood (REML) for smoothing parameter selection. We evaluated the ability of P-splines and FPs to recover … in most simulation settings. FPs however, are prone to artefacts due to the specific choice of the origin, while P …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

. Supplementary to most former studies, the simulation is strongly based on empirical evaluation situations. This reality orientation … recommendations in the empirical literature. Thus, in the simulation, two balancing scores (the propensity score and the index score … distributions of the characteristics in the treatment and the control groups. The simulation results show that, in small samples …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

. Supplementary o most former studies, the simulation is strongly based on empirical evaluation ituations. This reality orientation … recommendations in the empirical literature. Thus, in the simulation, two balancing scores (the propensity score and the index score … distributions of the characteristics in the treatment and the control groups. The simulation results show that, in small samples …

methodology is thus termed ``ROM simulation''. We discuss certain classes of random orthogonal matrices and show how each class … produces samples with different characteristics. ROM simulation has applications to many problems that are resolved using … illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio. …

assumptions on the underlying statistical distributions, a variety of analytical methods and simulation-based methods are … distribution specifications or historical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation … simulation context.<BR> This paper tries to fill this gap by investigating these VaR concepts in a general distribution …