The following pages link to Statistics & Risk Modeling (Q2841414):
Displaying 50 items.
- Comments on the review of <i>Statistical Inference</i> (Q2841415) (← links)
- Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin (Q2841416) (← links)
- Loss-based risk measures (Q2841418) (← links)
- A harmonic function approach to Nash-equilibria of Kifer-type stopping games (Q2841420) (← links)
- A note on the biasedness and unbiasedness of two-sample Kolmogorov–Smirnov test (Q2841422) (← links)
- The bootstrap does not alwayswork for heteroscedasticmodels (Q2855511) (← links)
- Estimating scale parameters under an order statistics prior (Q2855512) (← links)
- Conditional L1 estimation for random coefficient integer-valued autoregressive processes (Q2855513) (← links)
- American Options with guarantee – A class of two-sided stopping problems (Q2855514) (← links)
- Membership conditions for consistent families of monetary valuations (Q2855515) (← links)
- Editorial to the special issue on Copulae of Statistics & Risk Modeling (Q2871284) (← links)
- What makes dependence modeling challenging? Pitfalls and ways to circumvent them (Q2871285) (← links)
- Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (Q2871286) (← links)
- Bernstein estimator for unbounded copula densities (Q2871287) (← links)
- Dynamic structured copula models (Q2871288) (← links)
- On the functional local linear estimate for spatial regression (Q2909816) (← links)
- Adaptive estimation for an inverse regression model with unknown operator (Q2909817) (← links)
- Dependence properties of dynamic credit risk models (Q2909818) (← links)
- A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market (Q2909820) (← links)
- Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431) (← links)
- A Bayesian sequential testing problem of three hypotheses for Brownian motion (Q3104432) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)
- Multivariate log-concave distributions as a nearly parametric model (Q3104435) (← links)
- Risk margin for a non-life insurance run-off (Q3107436) (← links)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438) (← links)
- Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes (Q3107439) (← links)
- Test on components of mixture densities (Q3107440) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
- The covariance structure of cml-estimates in the Rasch model (Q3143706) (← links)
- Asymptotic expansions for conditional moments of Bernoulli trials (Q3143707) (← links)
- Erratum to: Dependence properties of dynamic credit risk models (Q3143708) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- PCA-kernel estimation (Q3224135) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals (Q3417649) (← links)
- On distortion functionals (Q3417650) (← links)
- Convex risk measures and the dynamics of their penalty functions (Q3417651) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- Robust utility maximization in a stochastic factor model (Q3417653) (← links)
- Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (Q3417654) (← links)
- On the optimal risk allocation problem (Q3417655) (← links)
- Monetary utility over coherent risk ratios (Q3417656) (← links)
- Mean-risk optimization for index tracking (Q3417657) (← links)
- ADAPTIVE ESTIMATION IN LINEAR REGRESSION (Q3692644) (← links)
- Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Rate of convergence of the density estimation of regression residual (Q4918191) (← links)
