On risk unbiased estimation after selection
نویسندگان
چکیده
منابع مشابه
Unbiased estimation of risk
The estimation of risk measured in terms of a risk measure is typically done in two steps: in the first step, the distribution is estimated by statistical methods, either parametric or nonparametric. In the second step, the estimated distribution is considered as true distribution and the targeted risk-measure is computed. In the parametric case this is achieved by using the formula for the ris...
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2016
ISSN: 0103-0752
DOI: 10.1214/14-bjps259