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A unified approach to likelihood inference on stochastic orderings in a non-parametric context
Dardanoni, Valentino; Forcina, Antonio - 1997
Persistent link: https://www.econbiz.de/10000958489
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.; Haan, Laurens de; Sinha, Ashok Kumar - 1995
Persistent link: https://www.econbiz.de/10000959331
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Two properties of predicted probabilities in discrete regression models
Cramer, Jan S. - 1997
Persistent link: https://www.econbiz.de/10000960568
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Experimental design for sensitivity analysis, optimization, and validation of simulation models
Kleijnen, Jack P. C. - 1997
Persistent link: https://www.econbiz.de/10000962205
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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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Consistency of empirical likelihood and maximum a-posteriori probability under misspecification
Grendar, Marian (contributor); Judge, George G. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769031
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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451
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Exploiting continuity : maximum entropy estimation of continuous distributions
Theil, Henri; Fiebig, Denzil G. - 1984
Persistent link: https://www.econbiz.de/10000056860