Similar Search Results

Market-based estimation of default probabilities and its application to financial market surveillance

Chan-Lau, Jorge A. - 2006

Persistent link: https://www.econbiz.de/10003329109

Fundamentals-based estimation of default probabilities : a survey

Chan-Lau, Jorge A. - 2006

Persistent link: https://www.econbiz.de/10003354354

Estimating default probabilities implicit in equity prices

Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: The credit market handbook : advanced modeling issues, (pp. 1-38). 2006

Persistent link: https://www.econbiz.de/10003338037

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo (contributor); … - 2006

We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the...

Persistent link: https://www.econbiz.de/10003316516

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

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

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

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

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

Testing for bivariate spherical symmetry

Einmahl, John H. J.; Gantner, Maria - 2010

Persistent link: https://www.econbiz.de/10003992218