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

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+A new distribution-free quantile estimator
@@ Property / cites work: A new distribution-free quantile estimator / rank @@
+Normal rank
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+Q4318617
@@ Property / cites work: Q4318617 / rank @@
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+Q4370586
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+Q4510372
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+VaR is subject to a significant positive bias
@@ Property / cites work: VaR is subject to a significant positive bias / rank @@
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+The Exact Bootstrap Mean and Variance of an <i>L</i>-estimator
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+Q5480304
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