Bayesian estimation and statistical analysis of risk measurements

DOI10.3969/J.ISSN.1001-4268.2019.03.003MaRDI QIDQ3306293zbMATH OpenFDO

Authors Zheng-Wu Wang, Limin Wen, Zhiqiang Liu

Publication date 12 August 2020

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2019.03.003

zbMATH Keywords

asymptotic normalityBayesian estimationconsistencyrisk measurement

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistical methods; risk measures (91G70)

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