Results 261 to 270 of about 2,627,208 (304)

Estimating Loan‐to‐Value Distributions

Real Estate Economics, 2015
We estimate a model of house prices, combined loan‐to‐value ratios (CLTVs) and trade and foreclosure behavior. House prices are only observed for traded properties and trades are endogenous, creating sample‐selection problems for existing approaches to estimating CLTVs.
Korteweg, Arthur, Sørensen, Morten
openaire   +1 more source

On the Value of Collaboration in Location Estimation

IEEE Transactions on Vehicular Technology, 2016
Recently, extensive simulation-based research has shown a benefit to collaboration in wireless location estimation. However, an open question is “Is collaboration always inherently beneficial for location estimation?” In this paper, we answer this question affirmatively under very general conditions and prove that the Cramer–Rao lower bound (CRLB) is ...
Javier Schloemann, R. Michael Buehrer
openaire   +1 more source

On values and their estimation

International Journal of Social Economics, 2000
Whilst demands for benefit cost analysis (BCA) to be applied to a wide variety of policy decisions are growing, there remains a degree of dissatisfaction amongst policy makers, non‐economist specialists and some economists with its use. Part of that dissatisfaction arises because of a degree of confusion relating to what is meant by the term value as ...
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Estimation of Value at Risk by Extreme Value Methods

Extremes, 2000
The article is devoted to the estimation (prediction) of quantiles of financial assets returns distributions. Such quantiles are called Values at Risk (VaR). The author describes methods based on the Gaussian model, empirical quantiles, estimation of parameters of generalized extreme value and generalized Pareto distributions (GPD).
openaire   +2 more sources

Estimating the value of social care

Journal of Health Economics, 2010
Increasingly, health economists are required to work across sectors when evaluating options for improving health, health care and well-being. Social care is a key sector which is both influenced by and influences the use and outcomes of health services.
Peter, Burge, Ann, Netten, Federico, Gallo   +2 more
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Towards estimating the value of an idea

Proceedings of the 12th International Conference on Product Focused Software Development and Process Improvement, 2011
Today software industry lives in a very competitive environment and firms need to improve constantly. One way to achieve this goal can be the introduction of innovative ideas into the products, processes or services of the firms, allowing thus to increase the value delivered to the customer.
Carlos Fernández, Daniel López, Agustín Yagüe, Juan Garbajosa   +3 more
openaire   +1 more source

Semiparametric estimation of Value at Risk

The Econometrics Journal, 2003
Summary: Value at Risk (VaR) is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns.
Fan, Jianqing, Gu, Juan
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Ordered Estimation of Missing Values

1999
When attempting to discover by learning concepts embedded in data, it is not uncommon to find that information is missing from the data. Such missing information can diminish the confidence on the concepts learned from the data. This paper describes a new approach to fill missing values in examples provided to a learning algorithm.
Oscar Ortega Lobo, Masayuki Numao
openaire   +1 more source

Value-at-Risk Estimation with Fuzzy Histograms

2008 Eighth International Conference on Hybrid Intelligent Systems, 2008
Value at risk (VaR) is a measure for senior management that summarises the financial risk a company faces into one single number. In this paper, we consider the use of fuzzy histograms for quantifying the value-at-risk of a portfolio. It is shown that the use of fuzzy histograms provides a good method of value-at-risk estimation for a portfolio of ...
Rui Jorge Almeida, Uzay Kaymak
openaire   +3 more sources

Competitive Bidding with Dependent Value Estimates

Operations Research, 1980
A bidding situation in which there is uncertainty about the value of the item of interest is modeled. The uncertainty is modeled in probabilistic terms, and the model allows the errors of estimation (the differences between expected values and the actual value) of the bidders to be dependent.
Robert L. Winkler, Daniel G. Brooks
openaire   +2 more sources