Pages that link to "Item:Q433233"
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The following pages link to Asymptotically efficient estimation of the conditional expected shortfall (Q433233):
Displaying 3 items.
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)