Essays about: "Expectation Conditional Maximization ECM"

Found 1 essay containing the words Expectation Conditional Maximization ECM.

  1. 1. Imputation of Missing Data with Application to Commodity Futures

    University essay from KTH/Matematisk statistik

    Author : Simon Östlund; [2016]
    Keywords : Missing Data; Bayesian Statistics; Expectation Conditional Maximization ECM ; Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization ECM ; Betingad Sannolikhet; Robust Regression; MCMC; Copulas.;

    Abstract : In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures of their exposure to different types of risk. One of these requirements results in a need to perform stress tests to check the resilience in case of a stressed market/crisis. READ MORE