A consistent estimator to the orthant-based tail value-at-risk (Q4615434)
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scientific article; zbMATH DE number 7007331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent estimator to the orthant-based tail value-at-risk |
scientific article; zbMATH DE number 7007331 |
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A consistent estimator to the orthant-based tail value-at-risk (English)
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28 January 2019
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multivariate estimators
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risk measures
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copulas
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