Nonparametric estimation of conditional expectile-based risk measures (Q6868525)
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scientific article; zbMATH DE number 8150688
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| English | Nonparametric estimation of conditional expectile-based risk measures |
scientific article; zbMATH DE number 8150688 |
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Nonparametric estimation of conditional expectile-based risk measures (English)
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23 January 2026
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expected shortfall
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expectiles
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extreme values
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risk measures
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local polynomial fitting
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value-at-risk
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