Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (Q4464016): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Nonparametric statistics for stochastic processes. Estimation and prediction. / rank | |||
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Latest revision as of 16:24, 6 June 2024
scientific article; zbMATH DE number 2067111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall |
scientific article; zbMATH DE number 2067111 |
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Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (English)
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27 May 2004
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