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検索結果 23 件

Leveraging the network: A stress-test framework based on DebtRank

Leveraging the network: A stress-test framework based on DebtRank
デジタル記事
2016-08-19Statistics & Risk Modeling33 3-4p.117-138
全国の図書館
  • 掲載誌（ISSN）21931402

Moment based estimation of supOU processes and a related stochastic volatility model

Moment based estimation of supOU processes and a related stochastic volatility model
デジタル記事
2015-03-12Statistics & Risk Modeling32 1p.1-24
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  • 掲載誌（ISSN）21931402

On dependence consistency of CoVaRand some other systemic risk measures

On dependence consistency of CoVaRand some other systemic risk measures
デジタル記事
2014-03-28Statistics & Risk Modeling31 1p.49-77
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Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin

Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin
デジタル記事
2013-06Statistics & Risk Modeling30 2p.105-120
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  • 掲載誌（ISSN）21931402

A note on the biasedness and unbiasedness of two-sample Kolmogorov–Smirnov test

A note on the biasedness and unbiasedness of two-sample Kolmogorov–Smirnov test
デジタル記事
2013-06Statistics & Risk Modeling30 2p.181-188
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  • 掲載誌（ISSN）21931402

Properties of hierarchical Archimedean copulas

Properties of hierarchical Archimedean copulas
デジタル記事
2013-03Statistics & Risk Modeling30 1p.21-54
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  • 掲載誌（ISSN）21931402

Well-balanced Lévy driven Ornstein–Uhlenbeck processes

Well-balanced Lévy driven Ornstein–Uhlenbeck processes
デジタル記事
2011-12Statistics & Risk Modeling28 4p.343-357
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  • 掲載誌（ISSN）21931402

Optimal dividend-payout in random discrete time

Optimal dividend-payout in random discrete time
デジタル記事
2011-09Statistics & Risk Modeling28 3p.251-276
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  • 掲載誌（ISSN）21931402

Statistics & risk modeling : with applications in finance and insurance

Statistics & risk modeling : with applications in finance and insurance
紙雑誌
Oldenbourg Wissenschaftsverlag2011-
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  • ISSN21931402
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Convex risk measures and the dynamics of their penalty functions

Convex risk measures and the dynamics of their penalty functions
デジタル記事
2006-07Statistics & Risk Modeling24 1p.61-96
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  • 掲載誌（ISSN）21931402

A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS

A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
デジタル記事
2001-01Statistics & Risk Modeling19 2
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A COMPARISON OF MAXIMUM LIKELIHOOD AND BEST UNBIASED ESTIMATORS IN THE ESTIMATION OF LINEAR COMBINATIONS OF POSITIVE NORMAL MEANS

A COMPARISON OF MAXIMUM LIKELIHOOD AND BEST UNBIASED ESTIMATORS IN THE ESTIMATION OF LINEAR COMBINATIONS OF POSITIVE NORMAL MEANS
デジタル記事
1999-01Statistics & Risk Modeling17 2
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Differentiability of Statistical Experiments

Differentiability of Statistical Experiments
デジタル記事
1998-01Statistics & Risk Modeling16 2
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ESTIMATION FOR SEEMINGLY UNRELATED REGRESSION EQUATIONS

ESTIMATION FOR SEEMINGLY UNRELATED REGRESSION EQUATIONS
デジタル記事
1997-01Statistics & Risk Modeling15 2
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DEFICIENCY OF MINIMUM DISCREPANCY ESTIMATORS OF MULTINOMIAL PARAMETERS

DEFICIENCY OF MINIMUM DISCREPANCY ESTIMATORS OF MULTINOMIAL PARAMETERS
デジタル記事
1996-01Statistics & Risk Modeling14 3
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INVARIANTLY OPTIMAL LOOK ON RELIABILITY ESTIMATION IN THE EXPONENTIAL CASE

INVARIANTLY OPTIMAL LOOK ON RELIABILITY ESTIMATION IN THE EXPONENTIAL CASE
デジタル記事
1995-01Statistics & Risk Modeling13 2
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ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS

ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS
デジタル記事
1989-01Statistics & Risk Modeling7 3
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EFFICIENT ESTIMATION OF FUNCTIONALS WITH CENSORED DATA

EFFICIENT ESTIMATION OF FUNCTIONALS WITH CENSORED DATA
デジタル記事
1988-01Statistics & Risk Modeling6 4
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ASYMPTOTIC EXPANSIONS FOR MOMENTS OF FUNCTIONS OF STOCHASTIC PROCESSES AND THEIR APPLICATIONS

ASYMPTOTIC EXPANSIONS FOR MOMENTS OF FUNCTIONS OF STOCHASTIC PROCESSES AND THEIR APPLICATIONS
デジタル記事
1986-01Statistics & Risk Modeling4 2-3
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SOME APPROXIMATE RESTRICTED BAYES ESTIMATORS OF A NORMAL MEAN

SOME APPROXIMATE RESTRICTED BAYES ESTIMATORS OF A NORMAL MEAN
デジタル記事
1986-01Statistics & Risk Modeling4 4
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  • 掲載誌（ISSN）21931402