Kernel quantile-based estimation of expected shortfall
Year of publication: |
2010
|
---|---|
Authors: | Yu, Keming ; Ally, Abdallah K. ; Yang, Shanchao ; Hand, D. J. |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 4, p. 15-32
|
Subject: | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Core |
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