Modified marginal expected shortfall under asymptotic dependence (Q5384458)
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scientific article; zbMATH DE number 7072196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified marginal expected shortfall under asymptotic dependence |
scientific article; zbMATH DE number 7072196 |
Statements
Modified marginal expected shortfall under asymptotic dependence (English)
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24 June 2019
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asymptotic dependence
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asymptotic normality
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infinite mean model
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marginal expected shortfall
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tsunami data
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