Some possible pitfalls of parametric inference (in Russian)
AbstractThis essay reviews some of the undesirable things that can occur when parametric models are used without proper concern for checking that they are at least approximately correctly specified. It shows that nonparametric methods can, to a certain extent, avoid these problems.
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Bibliographic InfoArticle provided by Quantile in its journal Quantile.
Volume (Year): (2008)
Issue (Month): 4 (March)
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Web page: http://quantile.ru/
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- Agatha M. Poroshina, 2014. "Credit Risk Modeling Of Residential Mortgage Lending In Russia," HSE Working papers WP BRP 30/FE/2014, National Research University Higher School of Economics.
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