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scientific article; zbMATH DE number 1449651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1449651 |
Statements
21 May 2000
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value at risk
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quantile estimation
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empirical quantiles
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normal distribution
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extreme value distribution
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asymptotic variance
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asymptotic confidence intervals
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0.8272923827171326
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0.8242326378822327
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