Estimating the Variance of Bootstrapped Risk Measures (Q3067088): Difference between revisions
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scientific article
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English | Estimating the Variance of Bootstrapped Risk Measures |
scientific article |
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Estimating the Variance of Bootstrapped Risk Measures (English)
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20 January 2011
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exact bootstrap
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L-estimator
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influence function
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nonparametric delta method
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variance estimation
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distortion risk measure
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