Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics

The Journal of Operational Risk ◽

10.21314/jop.2012.111 ◽

2012 ◽

Vol 7 (3) ◽

pp. 3-90 ◽

Author(s):

John Douglas Opdyke ◽

Alexander Cavallo

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Robust Statistics ◽

Operational Risk ◽

Likelihood Estimation ◽

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Operational risk models and asymptotic normality of maximum likelihood estimation

The Journal of Operational Risk ◽

10.21314/jop.2016.183 ◽

2016 ◽

Vol 11 (4) ◽

pp. 55-78 ◽

Author(s):

Paul Larsen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Normality ◽

Operational Risk ◽

Likelihood Estimation ◽

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Should risk managers rely on the maximum likelihood estimation method while quantifying operational risk?

The Journal of Operational Risk ◽

10.21314/jop.2008.042 ◽

2008 ◽

Vol 3 (2) ◽

pp. 63-86 ◽

Author(s):

Bakhodir Ergashev

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Estimation Method ◽

Operational Risk ◽

Likelihood Estimation ◽

Risk Managers ◽

Maximum Likelihood Estimation Method

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Should Risk Managers Rely on Maximum Likelihood Estimation Method While Quantifying Operational Risk?

SSRN Electronic Journal ◽

10.2139/ssrn.1075249 ◽

2008 ◽

Author(s):

Bakhodir Ergashev

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Estimation Method ◽

Operational Risk ◽

Likelihood Estimation ◽

Risk Managers ◽

Maximum Likelihood Estimation Method

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

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Restricted Maximum Likelihood Estimation of Heritabilities for Carcass Traits in the Base and Current Populations of Japanese Black Cattle

Nihon Chikusan Gakkaiho ◽

10.2508/chikusan.65.720 ◽

1994 ◽

Vol 65 (8) ◽

pp. 720-725 ◽

Author(s):

Kazuyuki MORIYA ◽

Taiji DOHOGO ◽

Yoshiyuki SASAKI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Carcass Traits ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Japanese Black Cattle ◽

Restricted Maximum Likelihood Estimation

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Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

10.2514/6.1980-1627 ◽

1980 ◽

Author(s):

M. SHAFER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flight Data ◽

Equivalent Models ◽

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Robust Image Recognition Algorithm of Maximum Likelihood Estimation Sparse Representation Based on Class-related Neighbors Subspace

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.01420 ◽

2012 ◽

Vol 38 (9) ◽

pp. 1420

Author(s):

Zheng-Ping HU ◽

Shu-Fen SONG

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sparse Representation ◽

Image Recognition ◽

Likelihood Estimation ◽

Recognition Algorithm ◽

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Warm'sweighted maximum likelihood estimation of latent trait in the four-parameter logistic model

Acta Psychologica Sinica ◽

10.3724/sp.j.1041.2016.01047 ◽

2016 ◽

Vol 48 (8) ◽

pp. 1047 ◽

Author(s):

Xiangbin MENG ◽

Jian TAO ◽

Shali CHEN

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Logistic Model ◽

Latent Trait ◽

Likelihood Estimation

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