Pages that link to "Item:Q5738835"
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The following pages link to Statistical Inference for Expectile‐based Risk Measures (Q5738835):
Displaying 28 items.
- Local polynomial expectile regression (Q123172) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Expectile asymptotics (Q309591) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model (Q2244632) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Ereignisrisiko (Q5024266) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Testing Granger non-causality in expectiles (Q6544903) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)
