Quantifying and Correcting the Bias in Estimated Risk Measures
نویسندگان
چکیده
منابع مشابه
Quantifying and correcting the bias in estimated risk measures
In this paper we explore the bias in the estimation of the Value at Risk and Conditional Tail Expectation risk measures using Monte Carlo simulation. We assess the use of bootstrap techniques to correct the bias for a number of different examples. In the case of the Conditional Tail Expectation, we show that application of the exact bootstrap can improve estimates, and we develop a practical gu...
متن کاملCorrecting for the sampling bias problem in spike train information measures abbreviated title: Bias in spike train information measures
Acknowledgments We are grateful to S.N. Baker for organizing the EPSRCfunded Newcastle workshop on Spike Train Analysis, which inspired the writing of this review. We thank M. Diamond and E. Arabzadeh for sharing their data, and P.E. Latham, L. Paninski and J.D. Victor for useful discussions and insightful comments. Our research was supported by Pfizer Global Development (SP,RS), EPSRC EP/C0108...
متن کاملTRUE INTERNATIONAL INCOME COMPARISONS : correcting for bias in fixed price measures and exchange rate measures
* Acknowledgments are due to Guy Bruten and Muhammad Akmal who provided valuable research assistance, and to John Quiggin who is closely involved in the overall research project of which this paper represents one part.
متن کاملthe study of aaag repeat polymorphism in promoter of errg gene and its association with the risk of breast cancer in isfahan region
چکیده: سرطان پستان دومین عامل مرگ مرتبط با سرطان در خانم ها است. از آنجا که سرطان پستان یک تومور وابسته به هورمون است، می تواند توسط وضعیت هورمون های استروئیدی شامل استروژن و پروژسترون تنظیم شود. استروژن نقش مهمی در توسعه و پیشرفت سرطان پستان ایفا می کند و تاثیر خود را روی بیان ژن های هدف از طریق گیرنده های استروژن اعمال می کند. اما گروه دیگری از گیرنده های هسته ای به نام گیرنده های مرتبط به ا...
15 صفحه اولSelf-selection bias in estimated wage premiums for earnings risk
This note develops a simple occupational choice model to examine three types of selection biases that may occur in empirically estimating the premium for uncertain wages. Individuals may select themselves into risky (wage-uncertain) jobs because they have (1) lower risk aversion, or (2) lower income risks, or (3) higher individual ability. We show that (1) gives no bias, (2) biases the OLS esti...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2007
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.37.2.2024072