ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549)
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scientific article; zbMATH DE number 7400642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION |
scientific article; zbMATH DE number 7400642 |
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ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (English)
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24 September 2021
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quantile regression
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expectile regression
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asymptotic
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heavy-tailed distribution
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tail index
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