Conditional marginal expected shortfall (Q826003)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditional marginal expected shortfall |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional marginal expected shortfall |
scientific article |
Statements
Conditional marginal expected shortfall (English)
0 references
18 December 2021
0 references
marginal expected shortfall
0 references
empirical process
0 references
Pareto-type distribution
0 references
tail dependence
0 references
0 references
0 references
0 references
0 references
