A justification of conditional confidence intervals-Reference-Cited by-同舟云学术

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A justification of conditional confidence intervals

Published:2021-01-01 Issue:1 Volume:15 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Beutner Eric¹,Heinemann Alexander²,Smeekes Stephan³

Affiliation:

1. Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, The Netherlands

2. Aegon N.V., Aegonplein 50, 2591 TV Den Haag

3. Department of Quantitative Economics, Maastricht University, 6211LM Maastricht, The Netherlands

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

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3. A residual bootstrap for conditional Value-at-Risk;Journal of Econometrics;2024-01

4. THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS;Econometric Theory;2023-08-22

5. Lasso inference for high-dimensional time series;Journal of Econometrics;2022-11

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