Asymptotically efficient estimation of the conditional expected shortfall (Q433233): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6055869
@@ Property / zbMATH DE Number: 6055869 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantile regression
@@ Property / zbMATH Keywords: quantile regression / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2131580584
@@ Property / OpenAlex ID: W2131580584 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Shortfall as a risk measure: properties, optimization and applications
+Normal rank
@@ Property / cites work @@
+REGRESSION QUANTILES FOR TIME SERIES
@@ Property / cites work: REGRESSION QUANTILES FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of conditional VaR and expected shortfall
+Normal rank
@@ Property / cites work @@
+Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution
+Normal rank
@@ Property / cites work @@
+Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence
+Normal rank
@@ Property / cites work @@
+Quantile and Probability Curves Without Crossing
@@ Property / cites work: Quantile and Probability Curves Without Crossing / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
+Normal rank
@@ Property / cites work @@
+Methods for Estimating a Conditional Distribution Function
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Time-adaptive quantile regression
@@ Property / cites work: Time-adaptive quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+On estimating conditional quantiles and distribution functions.
+Normal rank
@@ Property / cites work @@
+On estimating the conditional expected shortfall
@@ Property / cites work: On estimating the conditional expected shortfall / rank @@
+Normal rank
@@ Property / cites work @@
+The Probability Weighting Function
@@ Property / cites work: The Probability Weighting Function / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the retransformed conditional mean in health care cost studies
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Local Linear Quantile Regression
@@ Property / cites work: Local Linear Quantile Regression / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:433233