Dynamic quantile function models (Q5039628)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic quantile function models |
scientific article; zbMATH DE number 7595442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic quantile function models |
scientific article; zbMATH DE number 7595442 |
Statements
Dynamic quantile function models (English)
0 references
30 September 2022
0 references
Markov chain Monte Carlo
0 references
\(g\)-and-\(h\) distributions
0 references
quantile functions
0 references
symbolic data
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0.7879176139831543
0 references
0.7780057787895203
0 references
0.7738074660301208
0 references
0.7188400030136108
0 references
