Work

One‐Sided Cross‐Validation for Density Estimation with an Application to Operational Risk

Year: 2009

Type: book-chapter

Abstract: This chapter contains sections titled: Introduction One-Sided Cross-Validation Method for Density Estimation Asymptotic Theory Finite Sample Performance Practical Remarks and Data Applications Conclusion Notes

Source: Wiley eBooks

Parent work: Operational Risk toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation

DOI: 10.1002/9781118267066.ch9

Authors: María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan A. Sperlich

Institutions: Universidad de Granada, City, University of London, University of Geneva

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Ministerio de Ciencia y Tecnología

OpenAlex ID: W1579872375

FWCI: 3.064

Cites: 27

Cited by: 19

Related to: 9