Philipp J. Schönbucher
2000–2003
A researcher in the Science corpus: 6 papers; trusts 1 researcher and is trusted by 12 researchers here, as inferred from the citation graph.
Whom Philipp J. Schönbucher trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Philipp J. Schönbucher overall
- Jon Gregory
- Marius Hofert
- Jean-Pierre Fouque 3
- Alexander J. McNeil
- Jean Paul Laurent
- Matthias Scherer
- Vadim Linetsky
- A. Mortensen
- Ronnie Sircar
- Tomasz R. Bielecki
Papers from Philipp J. Schönbucher's perspective
Ordered by how strongly the researchers Philipp J. Schönbucher trusts endorse each paper. Same corpus, a different order for every researcher.
- The Elements of Statistical Learning
- Some Comments on Cp
- Importance of replication in microarray gene expression studies: statistical methods and evidence from repetitive cDNA hybridizations. (Proceedings of the National Academy of Sciences of the United States of America)
- Microarrays and Their Use in a Comparative Experiment
- Asymptotics for lasso-type estimators
- Smoothing noisy data with spline functions
- Bagging Predictors
- The positive false discovery rate: a Bayesian interpretation and the q-value
- An improved Bonferroni procedure for multiple tests of significance
- The Predictive Sample Reuse Method with Applications
Their papers
- Taken to the Limit: Simple and Not-So-Simple Loan Loss Distributions (2003) — 93 citations
- Credit Derivatives Pricing Models: Models, Pricing and Implementation (2003) — 578 citations
- Advances in finance and stochastics : essays in honour of Dieter Sondermann (2002) — 90 citations
- Factor Models: Portfolio Credit Risks When Defaults are Correlated (2001) — 72 citations
- A Libor Market Model with Default Risk (2000) — 106 citations
- A Tree Implementation of a Credit Spread Model for Credit Derivatives (2000) — 76 citations