Pages that link to "Item:Q1042513"
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The following pages link to Quantile regression for robust bank efficiency score estimation (Q1042513):
Displayed 13 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)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- Robust maximum likelihood estimation of stochastic frontier models (Q6112746) (← links)