论文标题
评估集成分位数和集成累积分布函数之间的差异
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
论文作者
论文摘要
本文提供了一项数学发明，该发明显示了如何将通常出现在风险度量中的集成分位数转换为综合累积分布函数，从技术上讲，这些分量函数从技术上讲更可行。该发明有助于避免使用包含分位数的数量时传统上强加的许多技术假设。特别是它有助于完全避免存在概率密度函数的要求。开发的结果解释并说明了本发明，其副产品包括对模型不确定性和错误指定的评估以及统计推断结果的推导。
This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various perspectives. The invention helps to avoid a number of technical assumptions that have been traditionally imposed when working with quantities containing quantiles. In particular it helps to completely avoid the requirement of the existence of a probability density function. The developed results explain and illustrate the invention, whose byproducts include the assessment of model uncertainty and misspecification, and the derivation of statistical inference results.
