Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005): Difference between revisions

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+Coherent Measures of Risk
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+Generalized quantiles as risk measures
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+Extreme Dependence Models
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+Regression Quantiles
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+Asymmetric Least Squares Estimation and Testing
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+Joint inference on extreme expectiles for multivariate heavy-tailed distributions
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+Non-parametric Estimation of Tail Dependence
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+COHERENCE AND ELICITABILITY
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