Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308)

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scientific article; zbMATH DE number 6633933
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    Inference for intermediate Haezendonck-Goovaerts risk measure
    scientific article; zbMATH DE number 6633933

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      Inference for intermediate Haezendonck-Goovaerts risk measure (English)
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      6 October 2016
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      empirical likelihood method
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      Haezendonck-Goovaerts risk measure
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      intermediate quantiles
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      nonparametric estimation
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      Wilks theorem
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