simulation, and extreme value theory. A new semiparametric model based on density ratio is developed in Chapter three. By … the VaR. We ran a monte carlo simulation to compare the semiparametric model and the traditional VaR models under many … different scenarios. In several cases, the semiparametric model performs quite satisfactorily. Furthermore, when applied to real …

A multiple-sample semiparametric density ratio model, which is equivalent to a generalized logistic regression model … nonparametric.The combined data from all the samples are used in the semiparametric large sample problem of estimating each … class of semiparametric models to time series. The method combines information from several time series and estimates their …

semiparametric varying coefficient periodic model which is suitable to studyperiodic patterns. This model has ample applications in …