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On Nonparametric Estimation of the CTE
On Nonparametric Estimation of the CTE This is the abstract for the presentation on nonparametric estimation of CTE. Abstract;Conditional Tail Expectation; 14543 7/30/2010 12:39:00 PM ...- Authors: Nariankadu Shyamalkumar
- Date: Jul 2010
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Asymptotic Confidence Intervals for the Haezendonck Risk Measure
Asymptotic Confidence Intervals for the Haezendonck Risk Measure This abstract describes a presentation that studies the performance of asymptotic confidence intervals for the risk measure ...- Authors: Nariankadu Shyamalkumar
- Date: Feb 2014