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scientific article; zbMATH DE number 7467644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7467644 |
Statements
1 February 2022
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maximum entropy principle
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Rényi entropy
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heavy tails
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moments
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generalized Pareto distribution (GPD)
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quantile regression
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conditional value-at-risk (CVaR)
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CVaR regression
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expected shortfall regression
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