The problem of selecting the bandwidth of a kernel regression estimator when the observed data are serially correlated is considered. The bandwidth is selected by using a version of cross-validation ...
Some studies of the bootstrap have assessed the effect of smoothing the estimated distribution that is resampled, a process usually known as the smoothed bootstrap. Generally, the smoothed ...
This paper considers the benefits of applying sophisticated statistical techniques to challenges faced in the quantification of operational risk. The evolutionary nature of operational risk modeling ...
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