Monte Carlo, Markov Chain Monte Carlo, and Subset Simulation estimators
-
Updated
Aug 20, 2020 - MATLAB
Monte Carlo, Markov Chain Monte Carlo, and Subset Simulation estimators
Statistical techniques for Market Risk Modelling (VaR and ES)
📊 Implementation of DISTATIS using MATLAB
Multivariate independent comparison of observations
Add a description, image, and links to the statistical-methods topic page so that developers can more easily learn about it.
To associate your repository with the statistical-methods topic, visit your repo's landing page and select "manage topics."