Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308)

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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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