Reduced-Bias and Partially Reduced-Bias Mean-Of-Order-P Value-At-Risk Estimation: a Monte-Carlo Comparison and an Application

AuthID
 P-00R-YFE
5
Author(s)
Tipo de Documento
Article
Year published
2020
Publicado
in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ISSN: 0094-9655
Volume: 90, Número: 10, Páginas: 1735-1752 (18)
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Publication Identifiers
SCOPUS: 2-s2.0-85082605252
Wos: WOS:000538177900001
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ISSN: 0094-9655
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