Pages that link to "Item:Q5738835"

The following pages link to Statistical Inference for Expectile‐based Risk Measures (Q5738835):

Displaying 20 items.

• Local polynomial expectile regression (Q123172) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Expectile asymptotics (Q309591) (← links)
• Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
• Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
• Estimating and backtesting risk under heavy tails (Q2138613) (← links)
• Performance measurement with expectiles (Q2145704) (← links)
• Parametric measures of variability induced by risk measures (Q2172051) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
• A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
• A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
• Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
• Multivariate expectile-based distribution: properties, Bayesian inference, and applications (Q6101695) (← links)