Statistical inference for a relative risk measure
Yi He, Yanxi Hou, Liang Peng, Jiliang Sheng
| Year of publication: |
2019
|
|---|---|
| Authors: | He, Yi ; Hou, Yanxi ; Peng, Liang ; Sheng, Jiliang |
| Subject: | Systemic risk. | Nonparametric estimation | Copula | Expected shortfall | Jackknife empirical likelihood | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Systemrisiko | Systemic risk | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Risiko | Risk | Messung | Measurement | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1321549 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177340