Asymptotically efficient estimation of the conditional expected shortfall
type: Item
instance of: scholarly article
title: Asymptotically efficient estimation of the conditional expected shortfall
zbMATH Open document ID: 1243.62043
author: Samantha Leorato
author: Franco Peracchi
author: Andrei V. Tanase
published in: Computational Statistics and Data Analysis
publication date: 2012-07-13T00:00:00Z
full work available at URL: wp-13-asymptotically-efficient-estimation-of-the-conditional-expected-shortfall.pdf
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6055869
zbMATH Keywords: quantile regression
MaRDI profile type: Publication
OpenAlex ID: W2131580584
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DOI: 10.1016/J.CSDA.2011.02.020
description: scientific article; zbMATH DE number 6055869