Expectile regression for spatial functional data analysis (sFDA)
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Publication:2142464
DOI10.1007/s00184-021-00846-xOpenAlexW3215970930MaRDI QIDQ2142464
Ali Laksaci, Mustapha Rachdi, Noriah M. Al-Kandari
Publication date: 27 May 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-021-00846-x
risk measuresvalue-at-risk (VaR)expected shortfall (ES)ARCH processexpectile regressionspatio-functional data analysis (sFDA)
Uses Software
Cites Work
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