Estimating the Variance of Bootstrapped Risk Measures (Q3067088)

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Estimating the Variance of Bootstrapped Risk Measures
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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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