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Assessing the estimation uncertainty of default probabilities
Lawrenz, Jochen - In: Kredit und Kapital 41 (2008) 2, pp. 217-238
Persistent link: https://www.econbiz.de/10003742639
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Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G. - In: Applied financial economics letters 2 (2006) 3, pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
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On the large-sample minimal coverage probability of confidence intervals after model selection
Kabaila, Paul; Leeb, Hannes - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 619-629
Persistent link: https://www.econbiz.de/10003334642
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A class of transformed mean residual life models with censored survival data
Sun, Liuquan; Zhang, Zhigang - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 803-815
Persistent link: https://www.econbiz.de/10003885696
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Tail index regression
Wang, Hansheng; Tsai, Chih-ling - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1233-1240
Persistent link: https://www.econbiz.de/10003902865
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Distribution properties and estimation of the ratio of independent Weilbull random variables
Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 94 (2010) 3, pp. 231-246
Persistent link: https://www.econbiz.de/10008669456
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Sharp probability estimates for random walks with barriers
Ford, Kevin - In: Probability theory and related fields 145 (2009) 1/2, pp. 269-283
Persistent link: https://www.econbiz.de/10003936350
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ECF estimation of Markov models where the transition density is unknown
Jiang, George J.; Preminger, Arie; Knight, John L. - In: The econometrics journal 13 (2010) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
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Robust model-free multiclass probability estimation
Wu, Yichao; Zhang, Helen; Liu, Yufeng - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 424-436
Persistent link: https://www.econbiz.de/10008732062
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian; Sørensen, Michael - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10003543132