Pages that link to "Item:Q2911698"

The following pages link to Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698):

Displaying 7 items.

• Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• New non-parametric inferences for low-income proportions (Q2397336) (← links)
• Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
• A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models (Q4687267) (← links)
• Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
• Augmented-limited regression models with an application to the study of the risk perceived using continuous scales (Q5861473) (← links)