Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280)
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scientific article; zbMATH DE number 7607009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical tail conditional allocation and its consistency under minimal assumptions |
scientific article; zbMATH DE number 7607009 |
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Empirical tail conditional allocation and its consistency under minimal assumptions (English)
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25 October 2022
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tail conditional allocation
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marginal expected shortfall
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inference
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order statistic
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concomitant
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