Risk measure inference
Christophe Hurlin, Sébastien Laurent, Rogier Quaedvlieg, Stephan Smeekes
| Year of publication: |
October 2017
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|---|---|
| Authors: | Hurlin, Christophe ; Laurent, Sébastien ; Quaedvlieg, Rogier ; Smeekes, Stephan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 4, p. 499-512
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| Subject: | Bootstrap | Estimation risk | Grouped ranking | Risiko | Risk | Bootstrap-Verfahren | Bootstrap approach | Messung | Measurement | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1127815 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011893687