Multivariate convex risk statistics with scenario analysis
type: Item
instance of: scholarly article
title: Multivariate convex risk statistics with scenario analysis
DOI: 10.1080/03610926.2018.1515957
author: Wei Liu
author: Linxiao Wei
author: Yijun Hu
publication date: 2022-05-20T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B32
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7529875
zbMATH Keywords: (multivariate) risk measures
zbMATH Keywords: multivariate convex risk statistics
zbMATH Keywords: comonotonicity
zbMATH Keywords: empirical law invariance
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2018.1515957
OpenAlex ID: W2929659073
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7529875