Asymptotically efficient estimation of the conditional expected shortfall (Q433233): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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quantile regression | |||
| Property / zbMATH Keywords: quantile regression / rank | |||
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Revision as of 00:23, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the conditional expected shortfall |
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Asymptotically efficient estimation of the conditional expected shortfall (English)
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13 July 2012
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quantile regression
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