Nonparametric estimation under shape constraints represents a vibrant field that bridges rigorous mathematical theory with practical applications. This approach leverages inherent qualitative ...
Journal of Agricultural, Biological, and Environmental Statistics, Vol. 22, No. 4 (December 2017), pp. 585-601 (17 pages) We present a Bayesian nonparametric modeling approach to inference and risk ...
Operational risk reserves are still widely estimated using the loss distribution approach. The accuracy of the estimation depends heavily on the accuracy with which the extreme quantiles of the ...
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