This note introduces a new small sample method for producing nonparametric confidence bands for a quantile function based upon a single confidence coefficient obtained via Steck's determinant. The ...

This paper discusses construction and interpretation of quantile plots using data obtained through a complex sample design. Previous quantile-plotting methods are extended through the use of ...

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Since its proposal as an alternative risk measure to value-at-risk (VaR), expected shortfall (ES) has attracted a great deal of attention in financial risk management, primarily owing to its coherent ...