Parametric and non-parametric estimation of value-at-risk

2009 ◽  
Vol 3 (1) ◽  
pp. 51-71 ◽  
Author(s):  
Deepak Jadhav ◽  
T. V. Ramanathan
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Parametric Estimation ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-Parametric Future Looking Value-at-Risk

2011 ◽  
Author(s):  
Anders Wilhelmsson ◽  
Marcus Nossman
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Non Parametric

Non-parametric estimation for aggregated functional data for electric load monitoring

2009 ◽  
Vol 20 (2) ◽  
pp. 111-130 ◽  
Author(s):  
Ronaldo Dias ◽  
Nancy L. Garcia ◽  
Angelo Martarelli
Keyword(s):  
Functional Data ◽  
Parametric Estimation ◽  
Electric Load ◽  
Load Monitoring ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-parametric estimation from simultaneous degradation and failure time data

2002 ◽  
Vol 335 (2) ◽  
pp. 183-188 ◽  
Author(s):  
Vilijandas Bagdonavičius ◽  
Algis Bikelis ◽  
Vytautas Kazakevičius ◽  
Mikhail Nikulin
Keyword(s):  
Failure Time ◽  
Parametric Estimation ◽  
Failure Time Data ◽  
Time Data ◽  
Non Parametric Estimation ◽  
Simultaneous Degradation ◽  
Non Parametric
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