Assessment of model risk due to the use of an inappropriate parameter estimator-Reference-Cited by-同舟云学术

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Assessment of model risk due to the use of an inappropriate parameter estimator

Published:2020-01-01 Issue:1 Volume:8 Page:1710970
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Seitshiro Modisane B.¹^ORCID,Mashele Hopolang P.²

Affiliation:

1. Department of Statistics, North-West University, Vaal Triangle Campus, PO Box 1174, Vanderbijlpark 1900, South Africa

2. Centre for Business Mathematics and Informatics, North-West University, Potchefstroom Campus, Private Bag X6001, Potchefstroom 2520, South Africa

Funder

North-West University

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2019.1710970

Reference47 articles.

1. Categorical Data Analysis

2. On the existence of maximum likelihood estimates in logistic regression models

3. An efficient modified Polak–Ribière–Polyak conjugate gradient method with global convergence properties

4. Mesh-based Nelder–Mead algorithm for inequality constrained optimization

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1. Knowledge mapping of model risk in banking;International Review of Financial Analysis;2023-10

2. How to Gain Confidence in the Results of Internal Risk Models? Approaches and Techniques for Validation;Risks;2023-05-18

3. Analysis of the pattern recognition algorithm of broadband satellite modulation signal under deformable convolutional neural networks;PLOS ONE;2020-07-13

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