Bias correction for estimated distortion risk measure using the bootstrap
Joseph H. T. Kim
| Year of publication: |
2010
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|---|---|
| Authors: | Kim, Joseph H. T. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 2, p. 198-205
|
| Subject: | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Systematischer Fehler | Bias | Messung | Measurement | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008654254