Multivariate shortfall risk statistics with scenario analysis
DOI10.1080/03610926.2020.1752726OpenAlexW3018366607MaRDI QIDQ5079264FDOQ5079264
Authors: Xianfu Zeng, Yanhong Chen, Yijun Hu, Hai-Yan Song 
Publication date: 25 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1752726
loss function(multivariate) risk measuresconvex risk statisticsmultivariate shortfall risk statistics
Statistics (62-XX) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Stochastic models in economics (91B70)
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Cited In (4)
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