Asymptotically efficient estimation of the conditional expected shortfall (Q433233)
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scientific article; zbMATH DE number 6055869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the conditional expected shortfall |
scientific article; zbMATH DE number 6055869 |
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Asymptotically efficient estimation of the conditional expected shortfall (English)
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13 July 2012
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quantile regression
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