Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698)
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scientific article; zbMATH DE number 6075249
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| English | Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models |
scientific article; zbMATH DE number 6075249 |
Statements
1 September 2012
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conditional value-at-risk
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empirical likelihood
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non-parametric regression
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Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (English)
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0.8279935717582703
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0.8201742172241211
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0.8072339296340942
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0.8063705563545227
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0.8031001091003418
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