On the Elicitability and Risk Model Comparison of Emerging Markets Equities
Mathematical and Computational Applications, 2021 The need for comparative backtesting in the Basel III framework presents the challenge for ranking of internal value-at-risk (VaR) and expected shortfall (ES) models.
Peterson Owusu Junior +2 more
exaly +3 more sources
COHERENCE AND ELICITABILITY [PDF]
Mathematical Finance, 2014 The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing estimation procedures. In statistical decision theory, risk measures for which such verification and comparison is possible, are called elicitable.
Ziegel, Johanna F., Johanna F. Ziegel
openaire +6 more sources
Vestibular Evoked Myogenic Potential Produced by Bone-Conducted Stimuli: A Study on its Basics and Clinical Applications in Patients With Conductive and Sensorineural Hearing Loss and a Group With Vestibular Schawannoma [PDF]
Iranian Journal of Otorhinolaryngology, 2013 Introduction: Vestibular evoked myogenic potential (VEMP) has recently been broadly studied in vestibular disorders. As it is evoked by loud sound stimulation, even mild conductive hearing loss may affect VEMP results.
Parvane Mahdi +4 more
doaj +3 more sources
Somatosensory-evoked blink reflex in peripheral facial palsy
Egyptian Rheumatology and Rehabilitation, 2015 Introduction Somatosensory-evoked blink reflex (SBR) is an eye blink response obtained from electrical stimulation of peripheral nerves or the skin area of the body away from the face.
Sarah S El-Tawab, Emmanuel K.A. Saba
doaj +2 more sources
Water Resources ResearchDistribution forecasts P over future quantities or events are routinely made in hydrology but usually traded for a (likelihood‐weighted) mean or median prediction to accommodate error measures or scoring functions such as the mean absolute error or mean ...
Jasper A. Vrugt
exaly +2 more sources
Comparing Motor-Evoked Potential Characteristics of NEedle versus suRFACE Recording Electrodes during Spinal Cord Monitoring-The NERFACE Study Part I. [PDF]
J Clin Med, 2023 Muscle-recorded transcranial electrical stimulation motor-evoked potentials (mTc-MEPs) are used to assess the spinal cord integrity. They are commonly recorded with subcutaneous needle or surface electrodes, but the different characteristics of mTc-MEP ...
Gadella MC +10 more
europepmc +2 more sources
Elicitability and identifiability of systemic risk measures and other set-valued functionals [PDF]
, 2019 This paper is concerned with a two-fold objective. Firstly, we establish elicitability and identifiability results for systemic risk measures introduced in Feinstein, Rudloff and Weber (2017).
Rudloff, Birgit +2 more
core +5 more sources
WIREs Cognitive Science, 2021 When we commit transgressions, we need to be forgiven to restore our friendships and social standing. Two main ways we can elicit forgiveness is through asking for forgiveness after committing a transgression (i.e., retrospective elicitors) or before committing a transgression (i.e., prospective elicitors).
Meltem Yucel, Amrisha Vaish
openaire +3 more sources
Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability [PDF]
, 2022 Systemic risk measures such as CoVaR, CoES and MES are widely-used in finance, macroeconomics and by regulatory bodies. Despite their importance, we show that they fail to be elicitable and identifiable.
Fissler, Tobias, Hoga, Yannick
core +1 more source
Elicitable distortion risk measures: A concise proof [PDF]
, 2015 Elicitability has recently been discussed as a desirable property for risk measures. Kou and Peng (2014) showed that an elicitable distortion risk measure is either a Value-at-Risk or the mean.
Wang, Ruodu, Ziegel, Johanna F.
core +4 more sources