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Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers
Tsagkanos, Athanasios, (2018)
Bootstrapping prediction intervals for autoregressive models
Clements, Michael P., (2001)
Forecast evaluation with shared data sets
Sullivan, Ryan, (2003)
Nonparametric statistical inference of value at risk for financial time series
Chen, Song Xi, (2003)
Nonparametric inference of value-at-risk for dependent financial returns
Chen, Song Xi, (2005)
Local post-stratification in dual system accuracy and coverage evaluation for the US Census
Chen, Song Xi, (2010)