The following pages link to (Q3571063):
Displaying 5 items.
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)