Yi-Ping Chang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk Computational Statistics	2015-03-05	Paper
A multinomial tree model for pricing credit default swap options Computational Statistics	2015-01-28	Paper
Bayesian inference for credit risk with serially dependent factor model	2013-03-14	Paper
scientific article; zbMATH DE number 6144866 (Why is no real title available?)	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 Communications in Statistics: Theory and Methods	2009-06-25	Paper
An empirical evaluation of fat-tailed distributions in modeling financial time series Mathematics and Computers in Simulation	2008-03-26	Paper
Some empirical Bayes rules for selecting the best population with multiple criteria Journal of Statistical Planning and Inference	2006-05-22	Paper
Nonparametric Estimation for Risk in Value-at-Risk Estimator Communications in Statistics. Simulation and Computation	2003-10-19	Paper
ESTIMATION OF PARAMETERS FOR NONHOMOGENEOUS POISSON PROCESS: SOFTWARE RELIABILITY WITH CHANGE-POINT MODEL Communications in Statistics. Simulation and Computation	2003-01-08	Paper
scientific article; zbMATH DE number 1556167 (Why is no real title available?)	2002-04-25	Paper
Generalized subset selection procedures under heteroscedasticity. Journal of Statistical Planning and Inference	2002-01-02	Paper
Inferences for the Linear Errors-in-Variables With Changepoint Mode Journal of the American Statistical Association	1997-11-18	Paper
Nonparametric estimation in change-point models Journal of Statistical Planning and Inference	1993-08-30	Paper

Research outcomes over time

This page was built for person: Yi-Ping Chang