Pages that link to "Item:Q2682987"
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The following pages link to Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987):
Displaying 8 items.
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
- Testing for auto-calibration with Lorenz and concentration curves (Q6573818) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
