Risk Estimation via Regression.
Mark BroadieYiping DuCiamac C. MoallemiPublished in: Oper. Res. (2015)
Keyphrases
- nonparametric regression
- regression model
- estimation problems
- estimation accuracy
- semi parametric
- linear regression
- risk management
- ordinary least squares
- accurate estimation
- regression problems
- case study
- regression algorithm
- gaussian processes
- parameter estimation
- robust estimation
- risk factors
- risk assessment
- regression analysis
- early warning
- decision support system
- high dimensional
- bayesian networks
- decision making