Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Distributionally robust inference for extreme value-at-risk - MaRDI portal

Distributionally robust inference for extreme value-at-risk (Q784395)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Distributionally robust inference for extreme value-at-risk
scientific article

    Statements

    title
    Distributionally robust inference for extreme value-at-risk (English)
    0 references
    author
    Robert Yuen
    0 references
    Stilian A. Stoev
    0 references
    Daniel Cooley
    0 references
    publication date
    3 August 2020
    0 references
    zbMATH Keywords
    value-at-risk
    0 references
    extreme value-at-risk
    0 references
    distributionally robust
    0 references
    regular variation
    0 references
    Tawn-Molchanov
    0 references
    linear semi-infinite programming
    0 references
    extremal coefficients
    0 references
    cites work
    Q4821526
    0 references
    Q2921617
    0 references
    Q5485944
    0 references
    Q4343010
    0 references
    Q4357206
    0 references
    Q5706744
    0 references
    Q3771297
    0 references
    Heavy-Tail Phenomena
    0 references
    Q4255521
    0 references
    Q4301585
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    90C05
    0 references
    90C34
    0 references
    zbMATH DE Number
    7226815
    0 references
    OpenAlex ID
    W3011651404
    0 references
    arXiv ID
    1902.05853
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q784395&oldid=38481619"
    Powered by MediaWiki