8 citations · 9 across the 2 of their papers we have counts for
2 papers
stat.ME2023★ 8 cited
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…
stat.OT2023★ 1 cited
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…