Pages that link to "Item:Q2483870"

The following pages link to VaR is subject to a significant positive bias (Q2483870):

Displaying 3 items.

• Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
• Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)