The following pages link to Jens Perch Nielsen (Q190735):
Displaying 32 items.
- Multivariate Boundary Kernels from Local Linear Estimation (Q4258735) (← links)
- Variable bandwidth kernel hazard estimators (Q4435701) (← links)
- Super-Efficient Prediction Based on High-Quality Marker Information (Q4461291) (← links)
- Double chain ladder, claims development inflation and zero-claims (Q4576903) (← links)
- (Q4593689) (← links)
- (Q4633027) (← links)
- (Q4659785) (← links)
- Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
- Smooth Backfitting in Practice (Q4673565) (← links)
- A framework for consistent prediction rules based on markers (Q4695184) (← links)
- Boundary and Bias Correction in Kernel Hazard Estimation (Q4781095) (← links)
- A kernel method of estimating structured nonparametric regression based on marginal integration (Q4842905) (← links)
- A simple bias reduction method for density estimation (Q4842927) (← links)
- Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819) (← links)
- Nonsmooth backfitting for the excess risk additive regression model with two survival time scales (Q5022113) (← links)
- Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? (Q5108354) (← links)
- Global Polynomial Kernel Hazard Estimation (Q5114053) (← links)
- Double One-sided Cross-validation of Local Linear Hazards (Q5378368) (← links)
- In-sample forecasting with local linear survival densities (Q5384418) (← links)
- Local linear density estimation for filtered survival data, with bias correction (Q5400786) (← links)
- Two-dimensional Hazard Estimation for Longevity Analysis (Q5430574) (← links)
- Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator (Q5430590) (← links)
- (Q5467669) (← links)
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877) (← links)
- Proportional Hazard Estimation Adjusted by Continuous Credibility (Q5490588) (← links)
- Double Chain Ladder and Bornhuetter-Ferguson (Q5742638) (← links)
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)
- Smooth Backfitting of Proportional Hazards With Multiplicative Components (Q5881977) (← links)
- Longevity studies based on kernel hazard estimation (Q5938017) (← links)
- Yield curve estimation by kernel smoothing methods (Q5952031) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality (Q6656209) (← links)