Results for empirical likelihood

Publications & Outputs

1. A confidence interval procedure for expected shortfall risk measurement via two-level simulation

   Lan, H., Nelson, B. L. & Staum, J., 09/2010, In: Operations Research. 58, 5, p. 1481-1490 10 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. A note on Monte Carlo maximization by the density ratio model

   Fokianos, K. & Qin, J., 2008, In: Journal of Statistical Theory and Practice. 2, 3, p. 355-367 13 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review