Large-sample confidence intervals for risk measures of location-scale families (Q419329)
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scientific article; zbMATH DE number 6036358
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Large-sample confidence intervals for risk measures of location-scale families |
scientific article; zbMATH DE number 6036358 |
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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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0.8652859
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0.85385174
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0.85113686
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