Large-sample confidence intervals for risk measures of location-scale families (Q419329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-sample confidence intervals for risk measures of location-scale families |
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Large-sample confidence intervals for risk measures of location-scale families (English)
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18 May 2012
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location-scale family
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value-at-risk
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expected shortfall
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confidence intervals
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asymptotic normality
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