Pages that link to "Item:Q896753"
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The following pages link to A directional multivariate value at risk (Q896753):
Displaying 15 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Risk tomography (Q1681334) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- (Q6141218) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- Directional multivariate extremes in environmental phenomena (Q6625835) (← links)
- Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)
