Inference for joint quantile and expected shortfall regression (Q6548879)
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scientific article; zbMATH DE number 7858743
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| English | Inference for joint quantile and expected shortfall regression |
scientific article; zbMATH DE number 7858743 |
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Inference for joint quantile and expected shortfall regression (English)
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3 June 2024
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expected shortfall
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quantile
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score test
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two-step estimation
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