Gibbs posterior inference on value-at-risk (Q5228142)
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scientific article; zbMATH DE number 7091236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gibbs posterior inference on value-at-risk |
scientific article; zbMATH DE number 7091236 |
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Gibbs posterior inference on value-at-risk (English)
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9 August 2019
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direct posterior
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discrepancy function
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\(M\)-estimation
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model misspecification
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risk capital
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robust estimation
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