The following pages link to COHERENCE AND ELICITABILITY (Q2831006):
Displaying 50 items.
- Local polynomial expectile regression (Q123172) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Expectile asymptotics (Q309591) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- \(K\)-expectiles clustering (Q2078530) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Isotonic regression for elicitable functionals and their Bayes risk (Q2161182) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Random distributions via sequential quantile array (Q2180073) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
