Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable Is Extreme

AuthID
 P-00A-6TD
4
Author(s)
Cai, JJ
·
Einmahl, JHJ
·
Zhou, C
Document Type
Article
Year published
2015
Published
in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, ISSN: 1369-7412
Volume: 77, Issue: 2, Pages: 417-442 (26)
Indexing
Wos®
Scopus®
Crossref®
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-84961287967
Wos: WOS:000349206900005
Source Identifiers
ISSN: 1369-7412
Export Publication Metadata
Marked List
 Add to Marked List
Info
At this moment we don't have any links to full text documens.

footer slogan

Useful Links

Get Help

© 2025 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service