Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models |
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Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (English)
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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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