Saddlepoint Approximations to Tail Expectations Under Non-Gaussian Base Distributions
Year of publication: |
2019
|
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Authors: | Zhang, Yuantao |
Other Persons: | Kwok, Yue Kuen (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Erwartungsbildung | Expectation formation | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3185736 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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