Estimation of Expectile‐Based Marginal Expected Shortfall Under Asymptotic Independence

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Tianyi Zhang, Liujun Chen, Jingyu Ji
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Stat
Online Access:	Acceder al recurso
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