The following pages link to Julien Hambuckers (Q2337321):
Displaying 6 items.
- Lasso-type penalization in the framework of generalized additive models for location, scale and shape (Q2337322) (← links)
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (Q2667022) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (Q4687591) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
