78 citations · 78 across the 2 of their papers we have counts for
2 papers
stat.ME2022
Estimation of Expected Shortfall under Various Experimental Conditions
Jana Jurečková, Jan Kalina, Jan Večeř
Our primary aim is to find an estimate of the expected shortfall in various situations: (1) Nonparametric situation, when the probability distribution of the incurred loss is unkno…
math.ST2012★ 78 cited
Nonparametric multivariate rank tests and their unbiasedness
Jana Jurečková, Jan Kalina
Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This w…