Inferred Loss Rate as a Credit Risk Measure in the Bulgarian Banking System †.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1462, doi. 10.3390/math13091462
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- Publication type:
- Article
Works about ASYMPTOTIC distribution
Results: 3543
1
2
Spatiotemporal dynamics of the stochastic benthic-drift model with memory-based self-diffusion.
- Published in:
- Advances in Continuous & Discrete Models, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13662-025-03954-4
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- Article
3
Validating attribute hierarchies in cognitive diagnosis models.
- Published in:
- Frontiers in Psychology, 2025, p. 1, doi. 10.3389/fpsyg.2025.1562807
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- Publication type:
- Article
4
Groupwise scaled partial envelope model with advantageous scale invariant.
- Published in:
- Statistics, 2025, v. 59, n. 3, p. 762, doi. 10.1080/02331888.2025.2466084
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- Publication type:
- Article
5
Model selection based on KL divergence with censoring indicators missing at random.
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- Statistics, 2025, v. 59, n. 3, p. 586, doi. 10.1080/02331888.2025.2456808
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- Publication type:
- Article
6
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities.
- Published in:
- Mathematics of Operations Research, 2025, v. 50, n. 2, p. 1333, doi. 10.1287/moor.2023.0021
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- Publication type:
- Article
7
Statistical Inference for Uncertain Intelligent Transportation Systems from Discrete Observations.
- Published in:
- IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 5, p. 1138
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- Publication type:
- Article
8
Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2025, v. 87, n. 3, p. 659, doi. 10.1111/obes.12647
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- Article
9
Parametrized families of Gibbs measures and their statistical inference.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S0219493725500121
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- Article
10
Reconstructing the Kaplan–Meier Estimator as an M-estimator.
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- American Statistician, 2022, v. 76, n. 1, p. 37, doi. 10.1080/00031305.2021.1947376
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- Publication type:
- Article
11
Slugging Percentage Is Not a Percentage—And Why That Matters.
- Published in:
- American Statistician, 2021, v. 75, n. 2, p. 124, doi. 10.1080/00031305.2018.1564698
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- Publication type:
- Article
12
FINITE SAMPLE BEHAVIOR OF TESTS FOR GROUPED HETEROSKEDASTICITY.
- Published in:
- Review of Economics & Statistics, 1992, v. 74, n. 3, p. 563, doi. 10.2307/2109504
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- Publication type:
- Article
13
ASYMPTOTIC DISTRIBUTIONS OF IMPULSE RESPONSE FUNCTIONS AND FORECAST ERROR VARIANCE DECOMPOSITIONS OF VECTOR AUTOREGRESSIVE MODELS.
- Published in:
- Review of Economics & Statistics, 1990, v. 72, n. 1, p. 116, doi. 10.2307/2109746
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- Publication type:
- Article
14
SPECIFICATION ERROR IN PROBIT MODELS.
- Published in:
- Review of Economics & Statistics, 1985, v. 67, n. 1, p. 134, doi. 10.2307/1928444
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- Publication type:
- Article
15
Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences.
- Published in:
- Review of Economic Studies, 2022, v. 89, n. 2, p. 976, doi. 10.1093/restud/rdab020
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- Publication type:
- Article
16
On the Iterated Estimation of Dynamic Discrete Choice Games.
- Published in:
- Review of Economic Studies, 2021, v. 88, n. 3, p. 1031, doi. 10.1093/restud/rdaa032
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- Publication type:
- Article
17
Likelihood Ratio-Based Tests for Markov Regime Switching.
- Published in:
- Review of Economic Studies, 2021, v. 88, n. 2, p. 937, doi. 10.1093/restud/rdaa035
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- Publication type:
- Article
18
Inference on Directionally Differentiable Functions.
- Published in:
- Review of Economic Studies, 2019, v. 86, n. 1, p. 377, doi. 10.1093/restud/rdy049
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- Publication type:
- Article
19
Asymptotic Least Squares Estimators for Dynamic Games.
- Published in:
- Review of Economic Studies, 2008, v. 75, n. 3, p. 901, doi. 10.1111/j.1467-937X.2008.00496.x
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- Publication type:
- Article
20
Nonlinear econometric models with deterministically trending variables.
- Published in:
- Review of Economic Studies, 1995, v. 62, n. 3, p. 343, doi. 10.2307/2298032
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- Publication type:
- Article
21
Large Deviations for the Extended Heston Model: The Large-Time Case.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 263, doi. 10.1007/s10690-014-9185-8
- By:
- Publication type:
- Article
22
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 5, p. 797, doi. 10.1007/s10463-024-00902-z
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- Publication type:
- Article
23
Least absolute deviation estimation for AR(1) processes with roots close to unity.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 5, p. 799, doi. 10.1007/s10463-022-00864-0
- By:
- Publication type:
- Article
24
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 4, p. 533, doi. 10.1007/s10463-022-00854-2
- By:
- Publication type:
- Article
25
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 1, p. 17, doi. 10.1007/s10463-022-00832-8
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- Publication type:
- Article
26
On comparing competing risks using the ratio of their cumulative incidence functions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 6, p. 1067, doi. 10.1007/s10463-022-00823-9
- By:
- Publication type:
- Article
27
Wasserstein statistics in one-dimensional location scale models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 1, p. 33, doi. 10.1007/s10463-021-00788-1
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- Publication type:
- Article
28
Simultaneous confidence bands for nonparametric regression with missing covariate data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1249, doi. 10.1007/s10463-021-00784-5
- By:
- Publication type:
- Article
29
A permutation test for the two-sample right-censored model.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 5, p. 1037, doi. 10.1007/s10463-020-00777-w
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- Publication type:
- Article
30
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 2, p. 395, doi. 10.1007/s10463-020-00753-4
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- Publication type:
- Article
31
Integral transform methods in goodness-of-fit testing, II: the Wishart distributions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1317, doi. 10.1007/s10463-019-00737-z
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- Publication type:
- Article
32
Large sample results for frequentist multiple imputation for Cox regression with missing covariate data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 4, p. 969, doi. 10.1007/s10463-019-00716-4
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- Publication type:
- Article
33
Estimation of extreme conditional quantiles under a general tail-first-order condition.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 4, p. 915, doi. 10.1007/s10463-019-00713-7
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- Publication type:
- Article
34
Semiparametric M-estimation with non-smooth criterion functions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 577, doi. 10.1007/s10463-018-0700-y
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- Publication type:
- Article
35
A test for the presence of stochastic ordering under censoring: the k-sample case.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 451, doi. 10.1007/s10463-018-0694-5
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- Publication type:
- Article
36
Inference on a distribution function from ranked set samples.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 157, doi. 10.1007/s10463-018-0680-y
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- Publication type:
- Article
37
Robust statistical inference based on the C-divergence family.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 5, p. 1289, doi. 10.1007/s10463-018-0678-5
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- Publication type:
- Article
38
Testing homogeneity of proportions from sparse binomial data with a large number of groups.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 505, doi. 10.1007/s10463-018-0652-2
- By:
- Publication type:
- Article
39
Testing in nonparametric ANCOVA model based on ridit reliability functional.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 327, doi. 10.1007/s10463-017-0643-8
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- Publication type:
- Article
40
Testing equality between several populations covariance operators.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 4, p. 919, doi. 10.1007/s10463-017-0613-1
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- Publication type:
- Article
41
Measuring asymmetry and testing symmetry.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 429, doi. 10.1007/s10463-015-0547-4
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- Publication type:
- Article
42
On testing the equality of high dimensional mean vectors with unequal covariance matrices.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 365, doi. 10.1007/s10463-015-0543-8
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- Publication type:
- Article
43
Number of appearances of events in random sequences: a new generating function approach to Type II and Type III runs.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 489, doi. 10.1007/s10463-015-0549-2
- By:
- Publication type:
- Article
44
On confidence bands for multivariate nonparametric regression.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 1, p. 209, doi. 10.1007/s10463-014-0494-5
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- Publication type:
- Article
45
Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 3, p. 469, doi. 10.1007/s10463-014-0502-9
- By:
- Publication type:
- Article
46
Robust Bayes estimation using the density power divergence.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 2, p. 413, doi. 10.1007/s10463-014-0499-0
- By:
- Publication type:
- Article
47
Testing regression models with selection-biased data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 411, doi. 10.1007/s10463-014-0463-z
- By:
- Publication type:
- Article
48
The sinh-arcsinhed logistic family of distributions: properties and inference.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 573, doi. 10.1007/s10463-014-0465-x
- By:
- Publication type:
- Article
49
Spacings around an order statistic.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 515, doi. 10.1007/s10463-014-0466-9
- By:
- Publication type:
- Article
50
The harmonic moment tail index estimator: asymptotic distribution and robustness.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 193, doi. 10.1007/s10463-013-0412-2
- By:
- Publication type:
- Article