Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A new distribution-free quantile estimator
@@ Property / cites work: A new distribution-free quantile estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4510372
@@ Property / cites work: Q4510372 / rank @@
+Normal rank
@@ Property / cites work @@
+VaR is subject to a significant positive bias
@@ Property / cites work: VaR is subject to a significant positive bias / rank @@
+Normal rank
@@ Property / cites work @@
+The Exact Bootstrap Mean and Variance of an <i>L</i>-estimator
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.2143/ast.37.2.2024072
+Normal rank
@@ Property / OpenAlex ID @@
+W4249401458
@@ Property / OpenAlex ID: W4249401458 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5505905