Sfoglia Area Scienze economiche per Soggetto "SECS-S/01 STATISTICA"
Items 1-5 di 5
-
A screening selection procedure for nonparametric regression and survival analysis
(Universita degli studi di Salerno, 2020-05-18)This thesis aims at proposing a new method of solving the nonparametric and non-additive regression problem in presence of ultra-high dimensional data. In this context, there are two relevant aspects: variable selection ... -
Anomalies detection in credit risk data: an approach based on the Isolation Forest
(Universita degli studi di Salerno, 2019-12-16)As starting point the definition of Risk as the chances of having an unexpected or negative outcome has been introduced. After a brief introduction on most of the risk categories as Banks and regulators, the thesis ... -
High-dimensional statistics for complex data
(Universita degli studi di Salerno, 2018-05-29)High dimensional data analysis has become a popular research topic in the recent years, due to the emergence of various new applications in several fields of sciences underscoring the need for analysing massive data ... -
Inferenza non parametrica nel contesto di dati dipendenti: polinomi vocali e verosimiglianza empirica
(Universita degli studi di Salerno, 2013-03-18)Il presente lavoro si inserisce nel contesto delle più recenti ricerche sugli strumenti di analisi non parametrica ed in particolare analizza l'utilizzo dei Polinomi Locali e della Verosimiglianza Empirica, nel caso di ... -
Risk management e value at risk: l'influenza del profilo dell'investitore nell'operatività di consulenza
(Universita degli studi di Salerno, 2017-04-04)Basel accords define the capital requirements for banks. There are three types of risk on which is based the calculation of this requirement: operational risk, i.e. the risk of losses related to potential inefficiencies ...