This paper is concerned with the limiting spectral behaviors of large dimensional Kendall’s rank correlation matrices generated by samples with independent and continuous components. The statistical ...
Sankhyā: The Indian Journal of Statistics (1933-1960), Vol. 5, No. 2, Proceedings of the Indian Statistical Conference 1940 (1941), pp. 151-156 (6 pages) ...
The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...
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