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Persistent link: https://www.econbiz.de/10001118989
In small samples and especially in the case of small true default probabilities, standard approaches to credit default probability estimation have certain drawbacks. Most importantly, standard estimators tend to underestimate the true default probability which is of course an undesirable...
Persistent link: https://www.econbiz.de/10013113964
sampling distribution of the cosine similarity of independent random bitstreams and compare those computed moments to those …
Persistent link: https://www.econbiz.de/10013098858
disproportionate stratified sampling such that households classified as “unlikely” are sampled at a lower rate than those classified as …
Persistent link: https://www.econbiz.de/10013151289
In this paper, motivated by the approximation of Martingale Optimal Transport problems, we are interested in sampling … numerical experiments the resulting sampling methods that preserve the convex order and their application to approximate …
Persistent link: https://www.econbiz.de/10012943371
verycostly to obtain training data with class labels. Active sampling acquires data incrementally,at each phase identifying … thecritical features for an active sampling approach and present an active samplingmethod for estimating class probabilities and … examples. We alsocompare BOOTSTRAP-LV with UNCERTAINTY SAMPLING,a n existing active samplingmethod designed to maximize …
Persistent link: https://www.econbiz.de/10012766076
In recent years, proponents of non-probability sample surveys and alternative data collection techniques have questioned the foundations of traditional survey research. Although evidence of large biases using traditional methods has not yet emerged, declining response rates and rising costs may...
Persistent link: https://www.econbiz.de/10012987615
In this article, we address the problem of computing the distribution functions that can be expressed as discrete mixtures of continuous distributions. Examples include noncentral chisquare, noncentral beta, noncentral , noncentral and the distribution of squared sample multiple correlation. We...
Persistent link: https://www.econbiz.de/10012924658
Persistent link: https://www.econbiz.de/10012546913
This paper studies shock transmission across macroeconomic sectors in the UK, using data from the Bank of England's Flow of Funds statistics. We combine two different approaches to quantify the spread of shocks to assess whether sectors with large bilateral economic linkages as measured through...
Persistent link: https://www.econbiz.de/10012511453