MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC design-based non-parametric regression for rare event. application to nested risk computations |
scientific article |
Statements
MCMC design-based non-parametric regression for rare event. application to nested risk computations (English)
0 references
16 March 2017
0 references
empirical regression scheme
0 references
rare event
0 references
algorithm
0 references
Markov chain Monte Carlo sampler
0 references
non-parametric regression
0 references
least squares method
0 references
error bound
0 references
numerical results
0 references
financial risk
0 references
0 references
0 references
0 references
