Pages that link to "Item:Q515556"
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The following pages link to Multivariate extensions of expectiles risk measures (Q515556):
Displaying 11 items.
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)
