Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks |
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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (English)
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24 May 2017
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law-invariant risk measure
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collective risk
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nonparametric estimation
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bootstrap consistency
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weighted exchangeable bootstrap
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bootstrap-based bias correction
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value at risk
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average value at risk
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