Nonparametric inference for distortion risk measures on tail regions (Q2010897)
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scientific article; zbMATH DE number 7138030
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| English | Nonparametric inference for distortion risk measures on tail regions |
scientific article; zbMATH DE number 7138030 |
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Nonparametric inference for distortion risk measures on tail regions (English)
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28 November 2019
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distortion risk measure
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copula
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extreme value theory
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tail risk analysis
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nonparametric method
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0.8065492510795593
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0.7882736325263977
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0.7694056034088135
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0.7672953605651855
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0.7664148807525635
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