Asymptotically efficient estimation of the conditional expected shortfall (Q433233)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the conditional expected shortfall |
scientific article |
Statements
Asymptotically efficient estimation of the conditional expected shortfall (English)
0 references
13 July 2012
0 references
quantile regression
0 references
