Pages that link to "Item:Q2444714"

The following pages link to Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714):

Displaying 9 items.

• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
• Parametric measures of variability induced by risk measures (Q2172051) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• Stress scenario selection by empirical likelihood (Q4682990) (← links)
• Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing (Q5078261) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
• A robust estimator of the proportional hazard transform for massive data (Q6075443) (← links)
• Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)