scientific article; zbMATH DE number 5668415
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Publication:3405579
zbMATH Open1180.62153MaRDI QIDQ3405579FDOQ3405579
Authors: Li-Xing Zhu, Zhenghong Wei 
Publication date: 10 February 2010
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J20N1/J20N119/J20N119.html
Title of this publication is not available (Why is that?)
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- Nonlinear measurement errors models subject to partial linear additive distortion
- Adjusted empirical likelihood for value at risk and expected shortfall
- Computational analysis of the behavior of stochastic volatility models with financial applications
- Value-at-Risk Prediction: A Comparison of Alternative Strategies
- How to estimate the value at risk under incomplete information
- A revisit to correlation analysis for distortion measurement error data
- Empirical likelihood-based evaluations of value at risk models
- Estimation of the error distribution function for partial linear single-index models
- Probability-unbiased Value-at-Risk estimators
- New non-parametric inferences for low-income proportions
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- Improving the value at risk forecasts: theory and evidence from the financial crisis
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Detection of the symmetry of model errors for partial linear single-index models
- Correlation analysis with additive distortion measurement errors
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