Statistical testing and lower bounds in distributed estimation constitute a rapidly evolving area that addresses both the design of robust tests for assessing data properties across networked systems ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...

The standard approach in industry for post-manufacturing testing of mixed-signal circuits is to measure the performances that are included in the data sheet. Despite being accurate and straightforward ...

Freidlin and Korn 9 critically review some of the alternative methods. Their conclusion is that these methods can be useful as secondary analyses, but they are not ready to be used in primary analysis ...

We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging ...