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Discussion of “Elicitability and backtesting: perspectives for banking regulation”

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Title: Discussion of “Elicitability and backtesting: perspectives for banking regulation”
Authors: Davis, MHA
Item Type: Journal Article
Issue Date: 1-Dec-2017
Date of Acceptance: 1-Dec-2017
URI: http://hdl.handle.net/10044/1/60887
DOI: https://dx.doi.org/10.1214/17-AOAS1041C
ISSN: 1932-6157
Publisher: Institute of Mathematical Statistics
Start Page: 1886
End Page: 1887
Journal / Book Title: Annals of Applied Statistics
Volume: 11
Issue: 4
Copyright Statement: © 2017 Institute of Mathematical Statistics.
Keywords: Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
0104 Statistics
Publication Status: Published
Online Publication Date: 2017-12-28
Appears in Collections:Financial Mathematics
Mathematics
Faculty of Natural Sciences