Pages that link to "Item:Q2324292"

The following pages link to Backtesting VaR and expectiles with realized scores (Q2324292):

Displaying 9 items.

• Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (Q1697366) (← links)
• Risk parity with expectiles (Q2030685) (← links)
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
• Asymptotic properties of duration-based VaR backtests (Q2093055) (← links)
• Expectile regression for spatial functional data analysis (sFDA) (Q2142464) (← links)
• (Q4518939) (← links)
• Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
• Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall (Q5881985) (← links)
• The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)