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Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model

Pfeuffer, Marius; Nagl, Maximilian; Fischer, Matthias; … - In: Journal of risk 22 (2019/2020) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10012297503

Inference on directionally differentiable functions

Fang, Zheng; Santos, Andres - In: The review of economic studies : RES 86 (2019) 1, pp. 377-412

Persistent link: https://www.econbiz.de/10012109368

The numerical delta method

Hong, Han; Li, Jessie - In: Journal of econometrics 206 (2018) 2, pp. 379-394

Persistent link: https://www.econbiz.de/10012110395

Statistical inference for Mt/G/Infinity queueing systems under incomplete observations

Li, Dongmin; Hu, Qingpei; Wang, Lujia; Yu, Dan - In: European journal of operational research : EJOR 279 (2019) 3, pp. 882-901

Persistent link: https://www.econbiz.de/10012102795

The cross-sectional distribution of completed lifetimes : some new inferences from survival analysis

Tian, Maoshan; Dixon, Huw - 2018

The cross-sectional distribution of completed lifetimes (DCL) is a new estimator defined and derived by Dixon (2012) in the general Taylor price model (GTE). DCL can be known as the cross-sectional weighted estimator summing to 1. It is a new statistics applying to describe the data. This paper...

Persistent link: https://www.econbiz.de/10011962004