Thursday, March 12, 2015

Maximum Likelihood Estimate & Cumulative Distribution Function

https://drive.google.com/file/d/0Bx3mfFH5R-y3WGtsOENEYTNyT1k/view?usp=sharing

-
Labels:

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)

R3 chase - Pursuit

Huber M-estimation (CCF for EAD):

  Huber M-estimation is a robust regression technique used to address the influence of outliers on model parameters. It is used to calculate...

  • PCA: Eigenvalues & Eigen Vectors
      Excel (Macro enable workbook) and VBA code: https://drive.google.com/drive/folders/18tIKLLg8MfJ2MYDjLPAWHspEbApVIpGz?usp=sharing PCA: Eige...
  • Low Default Portfolio (PD)
      Modeling Low Default Portfolio (Independent Default Events): Pluto and Tasche method for calculating probability of default for portfolios...
  • Modeling Low Default Portfolio Dependent Case:
      Modeling Low Default Portfolio Dependent Case: VASCIEK MODEL: Dependence between the default is explained by by Vasicek model. By using co...