Computation and application of copula-based weighted average quantile regression (Q2515106)
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English | Computation and application of copula-based weighted average quantile regression |
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Computation and application of copula-based weighted average quantile regression (English)
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11 February 2015
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risk management
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multivariate statistics
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copula function
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asymptotic distribution
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quantile regression
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nonlinear equation
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