Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698)
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scientific article; zbMATH DE number 6075249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models |
scientific article; zbMATH DE number 6075249 |
Statements
1 September 2012
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conditional value-at-risk
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empirical likelihood
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non-parametric regression
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Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (English)
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