Asymptotically efficient estimation of the conditional expected shortfall
Copyright policy )Asymptotically efficient estimation of the conditional expected shortfall
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- National Bank of Romania Romania
- University of Rome Tor Vergata Italy
- National Australia Bank Australia
Applications of statistics to actuarial sciences and financial mathematics, quantile regression, Asymptotic efficiency, Expected shortfall;Quantile regression; Asymptotic efficiency, Monte Carlo methods, Expected shortfall, 310, Asymptotic properties of nonparametric inference, Settore SECS-P/05 - ECONOMETRIA, Quantile regression, Nonparametric estimation
Applications of statistics to actuarial sciences and financial mathematics, quantile regression, Asymptotic efficiency, Expected shortfall;Quantile regression; Asymptotic efficiency, Monte Carlo methods, Expected shortfall, 310, Asymptotic properties of nonparametric inference, Settore SECS-P/05 - ECONOMETRIA, Quantile regression, Nonparametric estimation
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