COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840)
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scientific article; zbMATH DE number 7411933
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English | COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES |
scientific article; zbMATH DE number 7411933 |
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COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (English)
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20 October 2021
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location and scale condition
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estimation error
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risk measures
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simulation
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