The Annals of Applied Statistics

Rejoinder: “Elicitability and backtesting: Perspectives for banking regulation”

Natalia Nolde and Johanna F. Ziegel

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Ann. Appl. Stat. Volume 11, Number 4 (2017), 1901-1911.

Received: August 2017
First available in Project Euclid: 28 December 2017

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Nolde, Natalia; Ziegel, Johanna F. Rejoinder: “Elicitability and backtesting: Perspectives for banking regulation”. Ann. Appl. Stat. 11 (2017), no. 4, 1901--1911. doi:10.1214/17-AOAS1041F.

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See also

  • Main article: Elicitability and backtesting: Perspectives for banking regulation.