ESTADÍSTICA E INVESTIGACIÓN OPERATIVA
Departamento
University of Göttingen
Gotinga, AlemaniaPublicaciones en colaboración con investigadores/as de University of Göttingen (2)
2011
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One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk
Operational Risk toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation (John Wiley and Sons), pp. 177-195
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The Dagum and auxiliary covariance families: Towards reconciling two-parameter models that separate fractal dimension and the Hurst effect
Probabilistic Engineering Mechanics, Vol. 26, Núm. 2, pp. 259-268