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, LÃgia, Pestana, DinisLanguage:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2020.1746787
Date:
March, 2020
File:
PDF, 2.16 MB
english, 2020