Using Model Averaging to Determine Suitable Risk Measure Estimates
Author:
Affiliation:
1. Department of Statistics, Miami University, Oxford, Ohio
2. Institute for Statistics and Mathematics, Vienna University of Economics and Business, Wien, Austria
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2021.1911668
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1. A new look at the statistical model identification
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3. On generalized log-Moyal distribution: A new heavy tailed size distribution
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