JSTOR Daily

Semiparametric Estimator of Time Series Conditional Variance

We propose a new combined semiparametric estimator, which incorporates the parametric and nonparametric estimators of the conditional variance in a multiplicative way. We derive the asymptotic bias, ...
JSTOR Daily

A Non-Negative Estimator of Variance Component Closest to Minque

This is a preview. Log in through your library . Abstract C. R. Rao's principle of MINQUE may provide negative estimates of a non-negative variance component (see J, N. K. Rao, 1973; Horn and Horn, ...
Risk

Variance estimation for the quantification of the margin of conservatism category C

Financial institutions have to add a margin of conservatism of type C (MoC C) to their estimates of probability of default in order to account for the statistical uncertainty involved. European ...
Indiatimes

The bias variance tradeoff

Malaya Rout works as Director of Data Science with Exafluence in Chennai. He is an alumnus of IIM Calcutta. He has worked with TCS, LatentView Analytics and Verizon prior to the role at Exafluence. He ...