Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464)
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scientific article; zbMATH DE number 6302027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate conditional-tail-expectation using Kendall's process |
scientific article; zbMATH DE number 6302027 |
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Estimation of multivariate conditional-tail-expectation using Kendall's process (English)
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6 June 2014
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multivariate Kendall distribution
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multidimensional risk measures
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Kendall's process
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