arXiv (All)
open access
On E-Backtesting: Generalizations and Sample Size Determination
We present an approach for determining sample sizes required to detect underestimations of the expected shortfall with a prescribed power when applying the recently proposed e-backtesting procedure. We consider scenarios in which the value-at-risk at level $p$ is always estimated correctly, while th
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- The BRIMMER test: The bounds of the Standard Deviation under constraints#423326
- How do we estimate magnitudes? Validating the magnitude stroop task.#630799
- Sources of Error in Public Health Epidemiology#10898
- Vertical Assessment of RF-EMF Exposure in a Building Adjacent to a Multi-Operator Shared Base Station#919321
- Propensity Score Methods for Local Test Score Equating: Stratification and Inverse Probability Weighting#128316
Record · ID 972040
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive