On the \(L_p\)-norm regression models for estimating value-at-risk (Q2832185)
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scientific article; zbMATH DE number 6651385
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| English | On the \(L_p\)-norm regression models for estimating value-at-risk |
scientific article; zbMATH DE number 6651385 |
Statements
10 November 2016
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value-at-risk (VaR)
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quantile distributions
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least-squares estimation
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\(L_p\)-norms
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On the \(L_p\)-norm regression models for estimating value-at-risk (English)
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0.7411930561065674
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0.7172507047653198
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0.7060273289680481
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0.7054488658905029
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0.7045283913612366
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