Browsing by Subject "bootstrap"

Now showing items 1-2 of 2

    • Bootstrapping the conditional copula 

      Omelka, Marek; Veraverbeke, Noël; Gijbels, Irène (Elsevier, 2013)
      This paper is concerned with inference about the dependence or association between two random variables conditionally upon the given value of a covariate. A way to describe such a conditional dependence is via a conditional ...

    • Valuation of initial margin and model risk 

      Seitshiro, M.B. (North-West University (South Africa), 2020)
      The research work of the thesis focuses on two themes: the valuation of initial margin and model risk quantification. The first theme addresses matters arising from the valuation of initial margin for over-the-counter ...