Pages that link to "Item:Q4615434"
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The following pages link to A consistent estimator to the orthant-based tail value-at-risk (Q4615434):
Displaying 5 items.
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
- Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model (Q6626159) (← links)