8 citations · 14 across the 4 of their papers we have counts for
Showing 2020 · stat.APShow all
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stat.AP2020★ 4 cited
Time-Varying Gaussian-Cauchy Mixture Models for Financial Risk Management
Shuguang Zhang, Minjing Tao, Xu-Feng Niu +1
There are various metrics for financial risk, such as value at risk (VaR), expected shortfall, expected/unexpected loss, etc. When estimating these metrics, it was very common to a…
stat.AP2020★ 2 cited
A comparison of Bayesian accelerated failure time models with spatially varying coefficients
Guanyu Hu, Yishu Xue, Fred Huffer
The accelerated failure time (AFT) model is a commonly used tool in analyzing survival data. In public health studies, data is often collected from medical service providers in dif…