Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (Q4563411)
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scientific article; zbMATH DE number 6879729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased |
scientific article; zbMATH DE number 6879729 |
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Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (English)
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1 June 2018
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expected shortfall
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nonparametric estimation
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