Evaluating subject-level incremental values of new markers for risk classification rule

By Cai T.   Tian L.   Lloyd-Jones D.   Wei L.  

Lifetime Data Analysis, Vol. 19, Iss. 4, 2013-10 ,pp. : 547-567

Springer Publishing Company

Access to resources Recommend Favorite

Nonparametric estimation of value-at-risk

By Jeong Seok-Oh   Kang Kee-Hoon  

Journal of Applied Statistics, Vol. 36, Iss. 11, 2009-11 ,pp. : 1225-1238

Taylor & Francis Ltd

Access to resources Recommend Favorite

Alternative Approximations to Value-At-Risk: A Comparison

By Lien Donald   Yang Xiaobin   Ye Keying  

Communications in Statistics: Simulation and Computation, Vol. 43, Iss. 10, 2014-11 ,pp. : 2225-2240

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Varying-Coefficient Expectile Model for Estimating Value at Risk

By Xie Shangyu   Zhou Yong   Wan Alan T. K.  

Journal of Business & Economic Statistics, Vol. 32, Iss. 4, 2014-10 ,pp. : 576-592

Taylor & Francis Ltd

Access to resources Recommend Favorite

Evaluating Value-at-Risk Models via Quantile Regression

By Gaglianone Wagner Piazza  

Journal of Business & Economic Statistics, Vol. 29, Iss. 1, 2011-01 ,pp. : 150-160

Taylor & Francis Ltd

Access to resources Recommend Favorite