Estimating the Variance of Bootstrapped Risk Measures (Q3067088)

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Estimating the Variance of Bootstrapped Risk Measures
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    title
    Estimating the Variance of Bootstrapped Risk Measures (English)
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    author
    Joseph H. T. Kim
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    Mary R. Hardy
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    publication date
    20 January 2011
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    zbMATH DE Number
    5839511
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    zbMATH Keywords
    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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