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)
Document Type
Article
Year published
2020
Published
in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ISSN: 0094-9655
Volume: 90, Issue: 10, Pages: 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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