On estimating the conditional expected shortfall (Q3552644): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:34, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the conditional expected shortfall |
scientific article |
Statements
On estimating the conditional expected shortfall (English)
0 references
22 April 2010
0 references
risk measures
0 references
quantile regression
0 references
logistic regression
0 references
value at risk
0 references
