A joint quantile and expected shortfall regression framework (Q62993)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A joint quantile and expected shortfall regression framework |
scientific article |
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1 January 2019
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12 July 2019
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A joint quantile and expected shortfall regression framework (English)
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expected shortfall
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joint elicitability
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joint regression
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M-estimation
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quantile regression
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