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Publication Type Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models 2024-03-25 Paper A high-dimensional test for the k-sample...

Paper Discrete-Time Financial Planning Models Under Loss-Averse Preferences 2009-07-18 Paper Global loss diversification in the insurance sector 2009-06-10...

2002-11-21 Paper On the stop-loss and total variation distances between random sums 2002-06-16 Paper Optimal reinsurance and stop-loss order 2002-06-10 Paper...

continuous one-dimensional loss network 2004-09-22 Paper Perfect simulation for a stationary silo with absorbing walls 2003-07-27 Paper Loss network representation...

event of observation loss 2018-08-07 Paper The Use of Treatment Concurrences to Assess Robustness of Binary Block Designs Against the Loss of Whole Blocks 2016-04-28...

equations for improved variance component estimation 2022-12-20 Paper On the Loss Robustness of Least-Square Estimators 2022-09-28 Paper Generalized Bayes...

Admission Policies for a Two Class Loss System with General Interarrival Times 2007-06-04 Paper Dynamic admission control for loss systems with batch arrivals...

Unobserved Heterogeneity via k-means Clustering 2024-03-06 Paper Dynamic factor copula models with estimated cluster assignments 2023-11-17 Paper Editorial...

to CDO Pricing 2012-04-19 Paper Adaptive integration for multi-factor portfolio credit loss models 2009-08-05 Paper Nonnegative matrix factorization of a...

Random Censoring 1997-01-01 Paper Loss estimation for spherically symmetric distributions 1996-11-12 Paper Estimation of a loss function for spherically symmetric...

parameter be replaced by an estimated value in the shrinkage factor? 1997-02-23 Paper Loss estimation for spherically symmetric distributions 1996-11-12...

Some new results on factor indeterminacy 1972-01-01 Paper The minimum average correlation between equivalent sets of uncorrelated factors 1971-01-01 Paper...

de/entity/Q3828951 1989-01-01 Paper A loss function for alpha factor analysis 1984-01-01 Paper A General Computing Algorithm for Factor Analysis 1979-01-01 Paper https://portal...

covariance matrix 2016-01-12 Paper Bayes Factor Consistency for One-way Random Effects Model 2015-03-13 Paper Bayes factor consistency for nested linear models...

general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models 2015-09-14 Paper Valuation and analysis of zero-coupon...

calibration-based approach 2016-02-05 Paper New approaches to compute Bayes factor in finite mixture models 2014-04-14 Paper Computing Efficient Sets in Bayesian...

PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING 2022-04-04 Paper Bayesian Hierarchical Factor Analysis for Efficient Estimation Across Race/Ethnicity...

transition classes for factor codes on shifts of finite type 2016-02-08 Paper Class-closing factor codes and constant-class-to-one factor codes from shifts...

BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS 2016-04-01 Paper Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08...

regression coefficients under matrix loss function 2011-10-25 Paper Optimal prediction in finite populations under matrix loss 2011-05-23 Paper Linear sufficiency...