Pages that link to "Item:Q5403110"
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The following pages link to ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110):
Displaying 12 items.
- Testing for (in)finite moments (Q138542) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Model-free inference for tail risk measures (Q2786682) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
- Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)
