"Moment‐based tests under parameter uncertainty"
Christian Bontemps
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Bontemps, Christian |
| Publisher: |
[Toulouse] : IDEI, Institut d'économie industrielle |
| Subject: | moment-based tests | parameter uncertainty | out-of-sample | discrete distributions | value-at-risk | backtesting | Statistischer Test | Statistical test | Risikomaß | Risk measure | Risiko | Risk | Schätztheorie | Estimation theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution |
| Extent: | 1 Online-Ressource (circa 62 Seiten) |
|---|---|
| Series: | IDEI working papers. - Toulouse, ZDB-ID 2208223-2. - Vol. no IDEI-883 (March 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011811851