Non-parametric inference of risk measures

Mapping Intimacies ◽

10.17077/etd.2jim8eh6 ◽

2012 ◽

Author(s):

Jae Youn Ahn

Keyword(s):

Risk Measures ◽

Parametric Inference ◽

Non Parametric

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Non-Parametric Inference on Risk Measures for Integrated Returns

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0072 ◽

2020 ◽

pp. 2485-2497

Author(s):

Henghsiu Tsai ◽

Hwai-Chung Ho ◽

Hung-Yin Chen

Keyword(s):

Risk Measures ◽

Parametric Inference ◽

Non Parametric

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Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2010.02.012 ◽

2010 ◽

Vol 140 (7) ◽

pp. 2122-2137 ◽

Cited By ~ 8

Author(s):

Xavier de Luna ◽

Per Johansson

Keyword(s):

Social Sciences ◽

Survival Times ◽

Parametric Inference ◽

Non Parametric

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A non-parametric inference technique for shape boundaries in noisy point clouds

2017 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems (MFI) ◽

10.1109/mfi.2017.8170392 ◽

2017 ◽

Author(s):

Selim Ozgen ◽

Florian Faion ◽

Antonio Zea ◽

Uwe D. Hanebeck

Keyword(s):

Point Clouds ◽

Parametric Inference ◽

Non Parametric

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Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics

Econometrics Journal ◽

10.1111/ectj.12095 ◽

2018 ◽

Vol 21 (2) ◽

pp. 136-169

Author(s):

Matt Goldman ◽

David M. Kaplan

Keyword(s):

Parametric Inference ◽

Conditional Quantile ◽

Non Parametric

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Non-parametric inference of causal interactions from geological records

American Journal of Science ◽

10.2475/04.2011.02 ◽

2011 ◽

Vol 311 (4) ◽

pp. 315-334 ◽

Cited By ~ 13

Author(s):

B. Hannisdal

Keyword(s):

Parametric Inference ◽

Non Parametric

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Non-parametric inference of adverse events under informative censoring

Statistics in Medicine ◽

10.1002/sim.2511 ◽

2006 ◽

Vol 25 (23) ◽

pp. 3981-4003 ◽

Cited By ~ 5

Author(s):

Masako Nishikawa ◽

Toshiro Tango ◽

Makiko Ogawa

Keyword(s):

Adverse Events ◽

Informative Censoring ◽

Parametric Inference ◽

Non Parametric

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Assessing the Effect of the Best Treatment. A Non-parametric Inference Problem

Biometrical Journal ◽

10.1002/bimj.4710290306 ◽

1987 ◽

Vol 29 (3) ◽

pp. 277-286

Author(s):

Jan Lanke

Keyword(s):

Parametric Inference ◽

Inference Problem ◽

Non Parametric

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Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences

SSRN Electronic Journal ◽

10.2139/ssrn.1336083 ◽

2009 ◽

Author(s):

Xavier de Luna ◽

Per Johansson

Keyword(s):

Social Sciences ◽

Survival Times ◽

Parametric Inference ◽

Non Parametric

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A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process

Algorithmic Finance ◽

10.3233/af-180200 ◽

2018 ◽

Vol 7 (1-2) ◽

pp. 15-30

Author(s):

Farzad Alavi Fard ◽

Armin Pourkhanali ◽

Malick Sy

Keyword(s):

Implied Volatility ◽

Parametric Inference ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process ◽

Non Parametric

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CTC-Attention based Non-Parametric Inference Modeling for Clinical State Progression

2019 IEEE International Conference on Big Data (Big Data) ◽

10.1109/bigdata47090.2019.9005602 ◽

2019 ◽

Author(s):

Riazat Ryan ◽

Handong Zhao ◽

Ming Shao

Keyword(s):

Clinical State ◽

Parametric Inference ◽

Non Parametric

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