The Annals of Applied Statistics, Vol. 8, No. 2 (June 2014), pp. 852-885 (34 pages) Poverty maps are used to aid important political decisions such as allocation of development funds by governments ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 46, No. 3 (September/septembre 2018), pp. 399-415 (17 pages) For sparse and high-dimensional data analysis, a valid ...
We propose a new approach for estimating operational risk models under the loss distribution approach from historically observed losses. Our method is based on extreme value theory and, being Bayesian ...
We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...
It turns out that the old adage about statistics and damned lies wasn’t a joke. Sticks and stones may be bonebreakers, and words inflict no (physical) pain, but numbers can kill. In 2004, for instance ...
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