The following pages link to Marco Bee (Q128098):
Displaying 28 items.
- tukeyGH (Q128104) (← links)
- A maximum entropy approach to loss distribution analysis (Q742687) (← links)
- Approximate maximum likelihood estimation of the autologistic model (Q1623803) (← links)
- An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Approximate maximum likelihood estimation of the Bingham distribution (Q1658464) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- The truncated g-and-h distribution: estimation and application to loss modeling (Q2095714) (← links)
- On maximum likelihood estimation of a Pareto mixture (Q2255775) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Estimating rating transition probabilities with missing data (Q2493258) (← links)
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (Q2667022) (← links)
- Testing for Redundancy in Normal Mixture Analysis (Q3155664) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- (Q4464579) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- Fitting spatial regressions to large datasets using unilateral approximations (Q4638698) (← links)
- Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Estimating the wrapped stable distribution via indirect inference (Q5055129) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
- A simple approach to the estimation of Tukey's gh distribution (Q5221530) (← links)
- Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood (Q5265822) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)
- Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance (Q5978129) (← links)
- On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach (Q5983830) (← links)
- Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance (Q6170532) (← links)
