Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951)
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scientific article; zbMATH DE number 7713941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the difference between integrated quantiles and integrated cumulative distribution functions |
scientific article; zbMATH DE number 7713941 |
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Assessing the difference between integrated quantiles and integrated cumulative distribution functions (English)
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18 July 2023
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quantile
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value-at-risk
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integrated value-at-risk
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expected shortfall
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model uncertainty
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model misspecification
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statistical inference
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