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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
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Risk measure inference
Hurlin, Christophe; Laurent, Sébastien; Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
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The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures
Grün, Bettina; Miljkovic, Tatjana - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 4, pp. 731-750
Persistent link: https://www.econbiz.de/10014444116
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Unbiased estimation of risk
Pitera, Marcin; Schmidt, Thorsten - In: Journal of banking & finance 91 (2018), pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
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Estimating and backtesting risk under heavy tails
Pitera, Marcin; Schmidt, Thorsten - In: Insurance / Mathematics & economics 104 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
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Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
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Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Global finance journal 37 (2018), pp. 248-261
Persistent link: https://www.econbiz.de/10012125354
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ICO Tokens as an Alternative Financial Instrument: A Risk Measurement
Kuryłek, Zbigniew - In: European research studies 23 (2020) 4, pp. 512-530
Persistent link: https://www.econbiz.de/10012511254
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Loss function-based change point detection in risk measures
Lazar, Emese; Wang, Shixuan; Xue, Xiaohan - In: European journal of operational research : EJOR 310 (2023) 1, pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
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Measuring Bias and Uncertainty in DW-NOMINATE Ideal Point Estimates via the Parametric Bootstrap
Carroll, Royce - 2019
DW-NOMINATE scores for the U.S. Congress are widely used measures of legislators' ideological locations over time. These scores have been used in a large number of studies in political science and closely related fields. In this paper we extend the work of Lewis and Poole (2004) on the...
Persistent link: https://www.econbiz.de/10012871982