Multivariate expectile-based distribution: properties, Bayesian inference, and applications
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Publication:6101695
DOI10.1016/j.jspi.2022.12.001OpenAlexW4226213315MaRDI QIDQ6101695
Hien Duy Nguyen, Julyan Arbel, Antoine Usseglio-Carleve, Stéphane Girard
Publication date: 20 June 2023
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2022.12.001
maximum likelihood estimationrisk measureBayesian inferencemultivariate distributionmultivariate expectiles
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