Discussion of ``Elicitability and backtesting: perspectives for banking regulation

DOI10.1214/17-AOAS1041BzbMATH Open1383.62252MaRDI QIDQ5970269

P. Schmidt

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/1514430267

zbMATH Keywords

backtestingbanking regulation

Mathematics Subject Classification ID

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)

Related Items (1)

Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation

This page was built for publication: Discussion of ``Elicitability and backtesting: perspectives for banking regulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5970269)