Pages that link to "Item:Q383836"

The following pages link to Risk measures for skew normal mixtures (Q383836):

Displaying 6 items.

• Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models (Q294223) (← links)
• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• The skew normal multivariate risk measurement framework (Q2183562) (← links)
• Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
• The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)