Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308)
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English | Inference for intermediate Haezendonck-Goovaerts risk measure |
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Inference for intermediate Haezendonck-Goovaerts risk measure (English)
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6 October 2016
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empirical likelihood method
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Haezendonck-Goovaerts risk measure
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intermediate quantiles
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nonparametric estimation
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Wilks theorem
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