نتایج جستجو برای: semi parametric approach

تعداد نتایج: 1454632  

Journal: :Journal of Multivariate Analysis 2015

Journal: :Journal of Algorithms & Computational Technology 2017

Journal: :Statistical Methods in Medical Research 2015

Journal: :Computers & Chemical Engineering 2011

Journal: :Journal of Finance and Economics 2021

Journal: :Journal of Multivariate Analysis 2021

This paper focuses on semi-parametric estimation of multivariate expectiles for extreme levels risk. Multivariate and their extremes have been the focus plentiful research in recent years. In particular, it has noted that due to difficulty estimating these values elevated risk, an alternative formulation underlying optimization problem would be necessary. However, such a scenario, estimators on...

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