estimate its bias is widely accepted. However, when we apply it to entropy estimator constructed by "plug-in" method, we have …

Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias … estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or …

fluctuations not forecasted by Gaussian models. This paper applies a resampling method based on the bootstrap and a bias … to accurate for the tendency of the model tomiscalculate the VaR. Empirical results indicate that the bias … distribution instead of GARCH improves the performance of the bias-correction method in forecasting the VaR for almost all …