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zbMath1174.91517MaRDI QIDQ3610272

Youhua He, Xiaoheng Xie

Publication date: 6 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

conditional density kernel estimate value at risk conditional value at risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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