Resultats globals: 4 registres trobats en 0.02 segons.
Articles, 2 registres trobats
Documents de recerca, 2 registres trobats
Articles 2 registres trobats  
1.
42 p, 395.6 KB Objective Bayesian point and region estimation in location-scale models / Bernardo, José M. (Universitat de València)
Point and region estimation may both be described as specific decision problems. In point estimation, the action space is the set of possible values of the quantity on interest; in region estimation, the action space is the set of its possible credible regions. [...]
2007
SORT : statistics and operations research transactions, Vol. 31, Núm. 1 (January-June 2007) , p. 3-44  
2.
14 p, 96.4 KB On invariant density estimation for ergodic diffusion processes / Kutoyants, Yuri A. (Université du Maine)
We present a review of several results concerning invariant density estimation by observations of ergodic diffusion process and some related problems. In every problem we propose a lower minimax bound on the risks of all estimators and then we construct an asymptotically efficient estimator.
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 111-124  

Documents de recerca 2 registres trobats  
1.
40 p, 347.8 KB Nonparametric estimation of Value-at-Risk / Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-19)  
2.
25 p, 343.8 KB An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions / Pitt, David (University of Melbourne. Department of Economics) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2010 (XREAP ; 2010-3)  

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