Statistical Inference for Expectile-based Risk Measures
نویسندگان
چکیده
منابع مشابه
statistical inference via empirical bayes approach for stationary and dynamic contingency tables
چکیده ندارد.
15 صفحه اولStatistical Inference Based on the Possibility and Belief Measures
In statistical inference, we infer the population parameter based on the realization of sample statistics. This can be considered in the framework of inductive inference. We show, in Chen (1993), that if we measure a parameter by the possibility (or belief) measure, we can have an inductive inference similar to the Bayesian inference in belief update. In this article we apply this inference to ...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2017
ISSN: 0303-6898
DOI: 10.1111/sjos.12259