Tag: Statistics and Risk Management

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An asymptotically unbiased moment estimator of a negative extreme value index

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Caeiro,F;Gomes,MI

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Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Gomes,DP;Neves,MM

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Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010, Contemporary Quantitative Finance, Imkeller,P;Dos Reis,G;Zhang,J

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Symposium: Inference and Estimation in Mixed Linear Models

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Coelho,CA;Simos,TE;Psihoyios,G;Tsitouras,C

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Maximum Likelihood Estimation Methods for Variance Components in Linear Non-Orthogonal Small Size Design Models

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Ferreira,D;Ferreira,SS;Nunes,C;Mexia,JT;Simos,TE;Psihoyios,G;Tsitouras,C

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The Exact and Near-Exact Distributions of the Likelihood Ratio Statistic for the Block Sphericity Test

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Marques,FJ;Coelho,CA;Simos,TE;Psihoyios,G;Tsitouras,C

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F Tests with Random Sample Sizes

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Nunes,C;Ferreira,D;Ferreira,SS;Mexia,JT;Simos,TE;Psihoyios,G;Tsitouras,C

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Comparative evaluation of the tridimensional spine position measured with a new instrument (Vertebral Metrics) and an optoelectronic system of stereophotogrammetry

2010, MEDICAL & BIOLOGICAL ENGINEERING & COMPUTING, Quaresma,C;Joao,F;Fonseca,M;Secca,MF;Veloso,A;O'Neill,JG;Branco,J

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Reply to the Comments on “Near-Infrared Hyperspectral Unmixing Based on a Minimum Volume Criterion for Fast and Accurate Chemometric Characterization of Counterfeit Tablets”

2010, ANALYTICAL CHEMISTRY, Lopes,MB;Wolff,JC;Bioucas Dias,JM;Figueirede,MAT

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NUMERICAL EVALUATION OF CONTINUOUS TIME RUIN PROBABILITIES FOR A PORTFOLIO WITH CREDIBILITY UPDATED PREMIUMS

2010, ASTIN BULLETIN, Afonso,LB;Egidio dos Reis,ADE;Waters,HR

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