VaR

swMATH8263MaRDI QIDQ20273FDOQ20273

Author name not available (Why is that?)

Cited In (5)

• Nonparametric estimation of the dependence function for a multivariate extreme value distribution
• Vector generalized linear and additive extreme value models
• An R Package for Value at Risk and Expected Shortfall
• The distance correlation \(t\)-test of independence in high dimension
• Weak convergence of the tail empirical process for dependent sequences

This page was built for software: VaR