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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108

Persistent link: https://www.econbiz.de/10011712409

Bias correction for estimation of performance measures of a Markovian queue

Almeida, M. A. C.; Cruz, F. R. B.; Oliveira, F. L. P.; … - In: Operational research : an international journal 20 (2020) 2, pp. 943-958

Persistent link: https://www.econbiz.de/10012214727

Risk measure inference

Hurlin, Christophe; Laurent, Sébastien; Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 499-512

Persistent link: https://www.econbiz.de/10011893687

The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures

Grün, Bettina; Miljkovic, Tatjana - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 4, pp. 731-750

Persistent link: https://www.econbiz.de/10014444116

Bias-corrected estimators for the Vasicek model : an application in risk measure estimation

Guo, Zi-Yi - In: Journal of risk 23 (2020/2021) 2, pp. 71-104

Persistent link: https://www.econbiz.de/10012500264

Unbiased estimation of risk

Pitera, Marcin; Schmidt, Thorsten - In: Journal of banking & finance 91 (2018), pp. 133-145

Persistent link: https://www.econbiz.de/10011963654

Estimating and backtesting risk under heavy tails

Pitera, Marcin; Schmidt, Thorsten - In: Insurance / Mathematics & economics 104 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013264930

Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers

Tsagkanos, Athanasios - In: International journal of computational economics and … 8 (2018) 1, pp. 121-128

Persistent link: https://www.econbiz.de/10011990367

An Approach to Estimate Bias of Entropy Estimator by Combining Bootstrap and Random Average Shifted Histogram

Yuan, Zihao - 2017

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

Persistent link: https://www.econbiz.de/10012955480

Measuring Bias and Uncertainty in DW-NOMINATE Ideal Point Estimates via the Parametric Bootstrap

Carroll, Royce - 2010

DW-NOMINATE scores for the U.S. Congress are widely used measures of legislators' ideological locations over time. These scores have been used in a large number of studies in political science and closely related fields. In this paper, we extend the work of Lewis and Poole (2004) on the...

Persistent link: https://www.econbiz.de/10013151451