Statistical inference for a relative risk measure
Yi He, Yanxi Hou, Liang Peng, Jiliang Sheng
| Year of publication: |
2019
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|---|---|
| Authors: | He, Yi ; Hou, Yanxi ; Peng, Liang ; Sheng, Jiliang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 2, p. 301-311
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| Subject: | Systemic risk. | Nonparametric estimation | Copula | Expected shortfall | Jackknife empirical likelihood | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Messung | Measurement | Risiko | Risk | Systemrisiko | Systemic risk |
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