Yi-Ping Chang

Available identifiers

Publication	Date of Publication	Type
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk	2015-03-05	Paper
A multinomial tree model for pricing credit default swap options	2015-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q4911216	2013-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4911220	2013-03-14	Paper
An EM algorithm for multivariate NIG distribution and its application to value-at-risk	2010-12-27	Paper
Simultaneous fiducial generalized confidence intervals for all pairwise comparisons of means	2010-04-15	Paper
ϵ-Admissible Estimators for Normal and Poisson Means	2009-06-25	Paper
An empirical evaluation of fat-tailed distributions in modeling financial time series	2008-03-26	Paper
Some empirical Bayes rules for selecting the best population with multiple criteria	2006-05-22	Paper
Nonparametric Estimation for Risk in Value-at-Risk Estimator	2003-10-19	Paper
ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL	2003-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4525823	2002-04-25	Paper
Generalized subset selection procedures under heteroscedasticity.	2002-01-02	Paper
Inferences for the Linear Errors-in-Variables With Changepoint Mode	1997-11-18	Paper
Nonparametric estimation in change-point models	1993-08-30	Paper

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