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On Nonparametric Estimation of the CTE
On Nonparametric Estimation of the CTE This is the abstract for the presentation ... Estimation of the CTE This is the abstract for the presentation on nonparametric estimation of CTE. Abstract;Conditional ...- Authors: Nariankadu Shyamalkumar
- Date: Jul 2010
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Asymptotic Confidence Intervals for the Haezendonck Risk Measure
Intervals for the Haezendonck Risk Measure This abstract describes a presentation that studies the performance ... performance of asymptotic confidence intervals for the risk measure constructed by using the above asymptotic ...- Authors: Nariankadu Shyamalkumar
- Date: Feb 2014