Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function (Q6440962)

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scientific article; zbMATH DE number 900596849
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Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function
scientific article; zbMATH DE number 900596849

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    21 June 2023
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    stat.TH
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