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Search: subject:"Conditional expectiles"
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
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2
Conditional
expectiles
, time consistency and mixture convexity properties
Bellini, Fabio
;
Bignozzi, Valeria
;
Puccetti, Giovanni
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 117-123
Persistent link: https://www.econbiz.de/10011929844
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