11 citations · 49 across the 26 of their papers we have counts for
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econ.EM2019
Credit Risk: Simple Closed Form Approximate Maximum Likelihood Estimator
Anand Deo, Sandeep Juneja
We consider discrete default intensity based and logit type reduced form models for conditional default probabilities for corporate loans where we develop simple closed form approx…
cs.LG2019★ 5 cited
Optimal -Correct Best-Arm Selection for Heavy-Tailed Distributions
Shubhada Agrawal, Sandeep Juneja, Peter Glynn
Given a finite set of unknown distributions or arms that can be sampled, we consider the problem of identifying the one with the maximum mean using a -correct algorithm (an adap…
math.ST2019
Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables
Sarat Moka, Dirk P. Kroese, Sandeep Juneja
Many simulation problems require the estimation of a ratio of two expectations. In recent years Monte Carlo estimators have been proposed that can estimate such ratios without bias…