Bootstrapping is a widely used statistical learning technique that falls under the broader category of resampling methods. Bootstrapping is typically used in the estimation of various statistics and ...
In this paper, the authors refer to the axiomatic theory of risk and investigate the problem of formal verification of the expected shortfall (ES) model based on a sample ES. Recognizing the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results