Multi-stage nested classification credibility quantile regression model (Q784406)
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scientific article; zbMATH DE number 7226821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stage nested classification credibility quantile regression model |
scientific article; zbMATH DE number 7226821 |
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Multi-stage nested classification credibility quantile regression model (English)
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3 August 2020
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nested classification
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quantile regression
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hierarchical credibility
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risk measures
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Fama/French data
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