Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280): Difference between revisions

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Revision as of 21:03, 11 June 2024

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Empirical tail conditional allocation and its consistency under minimal assumptions
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    Empirical tail conditional allocation and its consistency under minimal assumptions (English)
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    25 October 2022
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    tail conditional allocation
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    marginal expected shortfall
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    inference
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    order statistic
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    concomitant
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