Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695)
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scientific article; zbMATH DE number 7698963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate expectile-based distribution: properties, Bayesian inference, and applications |
scientific article; zbMATH DE number 7698963 |
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Multivariate expectile-based distribution: properties, Bayesian inference, and applications (English)
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20 June 2023
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multivariate expectiles
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Bayesian inference
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maximum likelihood estimation
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multivariate distribution
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risk measure
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