Reviewed by Eric Estevez Key Takeaways Standard error measures the accuracy of a sample mean by showing how much it deviates ...

How They Differ and Practical Uses in Finance and Investing Henry Hoenig has three decades of journalism experience as a news and economics editor in the U.S. and Asia, handling coverage of global ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

1. What is the relationship between sampling variability and standard errors? Standard errors are measures of sampling variability. 2. Assume is 2.40 and the sample size is 36. What will become if you ...

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.

Modified value-at-risk (mVaR) and modified expected shortfall (mES) are risk estimators that can be calculated without modeling the distribution of asset returns. These modified estimators use ...

Relative survival estimates cancer survival in the absence of other causes of death. Previous work has shown that standard errors of non-standardised relative survival may be substantially ...