Statistics and Risk Management
Article
Gomes,MI;Caeiro,F;Figueiredo,F;Henriques Rodrigues,L;Pestana,D
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
2020
90
10
1735-1752
10.1080/00949655.2020.1746787
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
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