Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987): Difference between revisions

@@ Property / DOI @@
-.1007/s13385-011-0034-0
@@ Property / DOI: 10.1007/s13385-011-0034-0 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s13385-011-0034-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2026891463
@@ Property / OpenAlex ID: W2026891463 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Risk Estimation via Nested Sequential Simulation
+Normal rank
@@ Property / cites work @@
+Q5245005
@@ Property / cites work: Q5245005 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating allocations for value-at-risk portfolio optimization
+Normal rank
@@ Property / cites work @@
+On a Geometric Notion of Quantiles for Multivariate Data
+Normal rank
@@ Property / cites work @@
+Sign Tests in Multidimension: Inference Based on the Geometry of the Data Cloud
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S13385-011-0034-0
@@ Property / DOI: 10.1007/S13385-011-0034-0 / rank @@
+Normal rank