NO.PZ2023100703000026 问题如下 A risk analyst investment bank is examining how quantile estimators cincorporateinto the bank’s risk measures. The analyst focuses on how estimators are constructeanhow their precision anusefulness are termine Whiof the following statements about quantile estimators is correct? A.Eaquantile in the loss stribution must have equweight when useto create a coherent risk measure. B.The ta anprocesses involvein estimating quantiles are fferent from those useto estimate coherent risk measures. C.QQ plots are a useful tool to evaluate the precision of a quantile estimator. Both the halving error anthe stanrerror of a quantile estimator crease the number of quantiles usein the estimation process increases. is correct. The halving error anthe stanrerror of a quantile estimator will both crease the number of slices, n, or quantiles, usein the process of estimating the risk measure increases. A is incorrect. Coherent risk measures ccreateusing sophisticateweighting functions an not neeto equally weighteB is incorrect. The builng blocks of quantile estimation are essentially the same neeto estimate coherent risk measures.C is incorrect. QQ plots are a useful agnostic tool when consiring whkinof stribution might fit the profit anloss tQQ plots are not useto analyze or evaluate quantile estimators. 请问这一个知识点对应的具体讲义是?
NO.PZ2023100703000026问题如下A risk analyst investment bank is examining how quantile estimators cincorporateinto the bank’s risk measures. The analyst focuses on how estimators are constructeanhow their precision anusefulness are termine Whiof the following statements about quantile estimators is correct?A.Eaquantile in the loss stribution must have equweight when useto create a coherent risk measure.B.The ta anprocesses involvein estimating quantiles are fferent from those useto estimate coherent risk measures.C.QQ plots are a useful tool to evaluate the precision of a quantile estimator.Both the halving error anthe stanrerror of a quantile estimator crease the number of quantiles usein the estimation process increases.is correct. The halving error anthe stanrerror of a quantile estimator will both crease the number of slices, n, or quantiles, usein the process of estimating the risk measure increases. A is incorrect. Coherent risk measures ccreateusing sophisticateweighting functions an not neeto equally weighteB is incorrect. The builng blocks of quantile estimation are essentially the same neeto estimate coherent risk measures.C is incorrect. QQ plots are a useful agnostic tool when consiring whkinof stribution might fit the profit anloss tQQ plots are not useto analyze or evaluate quantile estimators.意思没懂,之前的结论不是数量多错误多吗