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Powerful t-tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378

Persistent link: https://www.econbiz.de/10014551533

Bias correction for estimated distortion risk measure using the bootstrap

Kim, Joseph H. T. - In: Insurance 47 (2010) 2, pp. 198-205

Persistent link: https://www.econbiz.de/10008654254

Goodness of fit : an axiomatic approach

Cowell, Frank A.; Davidson, Russell; Fachaire, Emmanuel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10011389677

Statistical methods for distributional analysis

Cowell, Frank A.; Flachaire, Emmanuel - 2015

Persistent link: https://www.econbiz.de/10010510165

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

Lauer, Alexandra; Zähle, Henryk - In: Insurance 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

Measuring granger causality in quantiles

Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952

Persistent link: https://www.econbiz.de/10012653205

Pull your small area estimates up by the bootstraps

Corral, Paul; Molina, Isabel; Nguyen, Minh - 2020

After almost two decades of poverty maps produced by the World Bank and multiple advances in the literature, this paper presents a methodological update to the World Bank's toolkit for small area estimation. The paper reviews the computational procedures of the current methods used by the World...

Persistent link: https://www.econbiz.de/10012241208

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