A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries

By Bielecki Tomasz R.   Cousin Areski   Crépey Stéphane   Herbertsson Alexander  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 7, 2014-04 ,pp. : 1362-1389

Taylor & Francis Ltd

Access to resources Recommend Favorite

Use of mean residual life in testing departures from exponentiality

By Rao Jammalamadaka S.  

Journal of Nonparametric Statistics, Vol. 18, Iss. 3, 2006-04 ,pp. : 277-292

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects

By Lin Jin-Guan  

Journal of Statistical Computation and Simulation, Vol. 78, Iss. 10, 2008-01 ,pp. : 925-939

Taylor & Francis Ltd

Access to resources Recommend Favorite

Comparison of Random Search Method and Genetic Algorithm for Stratification

By Kozak Marcin  

Communications in Statistics: Simulation and Computation, Vol. 43, Iss. 2, 2014-01 ,pp. : 249-253

Taylor & Francis Ltd

Access to resources Recommend Favorite

A gradient search maximization algorithm for the asymmetric Laplace likelihood

By Bottai Matteo   Orsini Nicola   Geraci Marco  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 10, 2015-07 ,pp. : 1919-1925

Taylor & Francis Ltd

Access to resources Recommend Favorite