We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.
We have performed a genome scan using 25 nuclear families consisting of right-handed parents with at least two left-handed children. Handedness was assessed as a qualitative trait using a laterality ...
Nonparametric instrumental variable (NPIV) estimation is a cutting‐edge methodological framework employed to uncover causal relationships in the presence of endogenous regressors, without imposing ...