Pages that link to "Item:Q4563411"

The following pages link to Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (Q4563411):

Displaying 7 items.

• One optional observation inflates \(\alpha\) by \({100/\sqrt{n}}\) per cent (Q622556) (← links)
• Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
• On estimating the conditional expected shortfall (Q3552644) (← links)
• Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (Q4464016) (← links)
• Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
• The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data (Q6073568) (← links)
• A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)