Large-sample confidence intervals for risk measures of location–scale families-Reference-Cited by-同舟云学术

Large-sample confidence intervals for risk measures of location–scale families

Published:2012-07 Issue:7 Volume:142 Page:2032-2046
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Bae Taehan,Iscoe Ian

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference22 articles.

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5. Basel Committee on Banking Supervision. Operational Risk, 2010. Supervisory guidelines for the advanced measurement approaches. Available at: 〈http://www.bis.org/publ/bcbs184.pdf〉.

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