8 citations · 9 across the 3 of their papers we have counts for
3 papers
New Bayesian method for estimation of Value at Risk and Conditional Value at Risk
Jacinto Martín, M. Isabel Parra, Eva L. Sanjuán +1
Value at Risk (VaR) and Conditional Value at Risk (CVaR) have become the most popular measures of market risk in Financial and Insurance fields. However, the estimation of both ris…
Using R for teaching and research
M. Isabel Parra, Eva L. Sanjuán, M. Carmen Robustillo +1
R is a language and environment for statistical computing and graphics, which provides a wide variety of statistical tools (modeling, statistical testing, time series analysis, cla…
An improved method for the estimation of the Gumbel distribution parameters
Rubén Gómez González, M. Isabel Parra, Francisco Javier Acero +1
Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distrib…