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
scientific article
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English | Empirical tail conditional allocation and its consistency under minimal assumptions |
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Statements
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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