Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation
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Publication:1697368
DOI10.1214/17-AOAS1041FzbMath1383.62248OpenAlexW2779685509MaRDI QIDQ1697368
Natalia Nolde, Johanna F. Ziegel
Publication date: 19 February 2018
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoas/1514430271
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Hypothesis testing in multivariate analysis (62H15)
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