Empirical Likelihood Intervals for Conditional Value‐at‐Risk in Heteroscedastic Regression Models
| Year of publication: |
2011
|
|---|---|
| Authors: | LI, ZHOUPING ; GONG, YUN ; PENG, LIANG |
| Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 38.2011, 4, p. 781-787
|
| Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011035948