Inference for extremal conditional quantile models, with an application to market and birthweight risks (Q3012104)
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scientific article
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| English | Inference for extremal conditional quantile models, with an application to market and birthweight risks |
scientific article |
Statements
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks (English)
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30 June 2011
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quantile regression
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feasible inference
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extreme value theory
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market risk
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stress testing
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systemic risk
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0.8141288757324219
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0.7774505615234375
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0.7757862210273743
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0.7757858037948608
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0.7733161449432373
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