Pages that link to "Item:Q1042513"

The following pages link to Quantile regression for robust bank efficiency score estimation (Q1042513):

Displaying 12 items.

• Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
• A review of bank efficiency and productivity (Q1633088) (← links)
• Microfoundations for stochastic frontiers (Q1751761) (← links)
• Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
• Operational research and artificial intelligence methods in banking (Q2106712) (← links)
• Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis (Q2159559) (← links)
• Theory and statistical properties of quantile data envelopment analysis (Q2184157) (← links)
• Nonparametric quantile frontier estimation under shape restriction (Q2255990) (← links)
• Quantile stochastic frontiers (Q2286909) (← links)
• Quantile stochastic frontier models with endogeneity (Q2300370) (← links)
• Quantile estimation of the stochastic frontier model (Q2315391) (← links)
• Robust maximum likelihood estimation of stochastic frontier models (Q6112746) (← links)