Reduced-bias and partially reduced-bias mean-of-order-...

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Reduced-bias and partially reduced-bias mean-of-order- p value-at-risk estimation: a Monte-Carlo comparison and an application

Gomes, M. Ivette, Caeiro, Frederico, Figueiredo, Fernanda, Henriques-Rodrigues, Lígia, Pestana, Dinis
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Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2020.1746787
Date:
March, 2020
File:
PDF, 2.16 MB
english, 2020
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