Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280)
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scientific article; zbMATH DE number 7607009
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| English | Empirical tail conditional allocation and its consistency under minimal assumptions |
scientific article; zbMATH DE number 7607009 |
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Empirical tail conditional allocation and its consistency under minimal assumptions (English)
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25 October 2022
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tail conditional allocation
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marginal expected shortfall
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inference
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order statistic
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concomitant
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0.7989649176597595
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0.735625684261322
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0.715754508972168
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0.7149368524551392
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0.7005305290222168
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