One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk
- Miranda, M.D.M.
- Nielsen, J.P.
- Sperlich, S.A.
Libro:
Operational Risk toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation
ISBN: 9780470390146
Año de publicación: 2011
Páginas: 177-195
Tipo: Capítulo de Libro