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

Mark H. A. Davis

doi:10.1214/17-AOAS1041C

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Home > Journals > Ann. Appl. Stat. > Volume 11 > Issue 4 > Article

December 2017 Discussion of “Elicitability and backtesting: Perspectives for banking regulation”

Mark H. A. Davis

Ann. Appl. Stat. 11(4): 1886-1887 (December 2017). DOI: 10.1214/17-AOAS1041C

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Ann. Appl. Stat.

Vol.11 • No. 4 • December 2017

Institute of Mathematical Statistics

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Mark H. A. Davis "Discussion of “Elicitability and backtesting: Perspectives for banking regulation”," The Annals of Applied Statistics, Ann. Appl. Stat. 11(4), 1886-1887, (December 2017)

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