A consistent estimator to the orthant-based tail value-at-risk (Q4615434)
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scientific article; zbMATH DE number 7007331
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A consistent estimator to the orthant-based tail value-at-risk |
scientific article; zbMATH DE number 7007331 |
Statements
A consistent estimator to the orthant-based tail value-at-risk (English)
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28 January 2019
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multivariate estimators
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risk measures
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copulas
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0.801278293132782
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0.7997104525566101
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0.7905817031860352
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0.7872165441513062
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0.7550501823425293
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