Bias correction for estimated distortion risk measure using the bootstrap (Q661237)

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scientific article; zbMATH DE number 6004749
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Bias correction for estimated distortion risk measure using the bootstrap
scientific article; zbMATH DE number 6004749

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    Bias correction for estimated distortion risk measure using the bootstrap (English)
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    10 February 2012
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    exact bootstrap
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    bias correction
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    majorization
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    conditional tail expectation
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