Pages that link to "Item:Q2086280"
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The following pages link to Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280):
Displaying 5 items.
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
