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 7 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)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- Bayesian CV@R/super-quantile regression (Q5036539) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
