Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased (English)
- New search for: Dutta, Santanu
- New search for: Biswas, Suparna
- New search for: Dutta, Santanu
- New search for: Biswas, Suparna
In:
Communications in Statistics - Simulation and Computation
;
47
, 2
;
338-352
;
2018
- Article (Journal) / Electronic Resource
-
Title:Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased
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Contributors:Dutta, Santanu ( author ) / Biswas, Suparna ( author )
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Published in:Communications in Statistics - Simulation and Computation ; 47, 2 ; 338-352
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Publisher:
- New search for: Taylor & Francis
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Publication date:2018-02-07
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Size:15 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 47, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 315
-
Self-weighted recursive estimation of GARCH modelsHendrych, Radek / Cipra, Tomáš et al. | 2018
- 329
-
Optimal design of the variable sampling size and sampling interval variable dimension T2 control chart for monitoring the mean vector of a multivariate normal processShokrizadeh, Reza / Saghaei, Abbas / Amirzadeh, Vahid et al. | 2018
- 338
-
Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increasedDutta, Santanu / Biswas, Suparna et al. | 2018
- 353
-
Methods improving the estimate of diagnostic odds ratioHuang, Yisong / Yin, Jingjing / Samawi, Hani et al. | 2018
- 367
-
Normal probability plots with confidence for the residuals in linear regressionChantarangsi, W. / Liu, W. / Bretz, F. / Kiatsupaibul, S. / Hayter, A. J. et al. | 2018
- 380
-
A study of R2 measure under the accelerated failure time modelsChan, Priscilla H. / Xu, Ronghui / Chambers, Christina D. et al. | 2018
- 392
-
A novel weighted likelihood estimation with empirical Bayes flavorHossain, Md. Mobarak / Kozubowski, Tomasz J. / Podgórski, Krzysztof et al. | 2018
- 413
-
Bivariate copulas on the Hotelling's T2 control chartSukparungsee, Saowanit / Kuvattana, Sasigarn / Busababodhin, Piyapatr / Areepong, Yupaporn et al. | 2018
- 420
-
A fiducial p-value approach for comparing heteroscedastic regression modelsXu, Jing / Li, Xinmin et al. | 2018
- 432
-
A robust Liu regression estimatorFilzmoser, Peter / Kurnaz, Fatma Sevinç et al. | 2018
- 444
-
Mixtures of regression models with incomplete and noisy dataJung, Byoung Cheol / Cheon, Sooyoung / Lim, Hwa Kyung et al. | 2018
- 464
-
A new multivariate CUSUM chart using principal components with a revision of Crosier's chartChen, Jiaqi / Yang, Hualong / Yao, Jianfeng et al. | 2018
- 477
-
Sample size algorithm for randomized response model with dichotomized responseWan, Shu-Mei / Sun, Tien-Yu / Chen, Kai-Hui / Wu, Chien-Hua et al. | 2018
- 500
-
On the application of improved symplectic integrators in Hamiltonian Monte CarloMannseth, Janne / Kleppe, Tore S. / Skaug, Hans J. et al. | 2018
- 510
-
Predictions and estimations under a group of linear models with random coefficientsHou, Jian / Jiang, Bo et al. | 2018
- 526
-
Smoothed ranks for two or multi-sample location problemsTasdan, Feridun et al. | 2018
- 542
-
On evaluating the performance of different forecastersMunir, Shahzad / Riaz, Muhammad / Asghar, Zahid et al. | 2018
- 556
-
A control chart based on weighted bootstrap with strataKao, Shih-Chou et al. | 2018
- 582
-
EM algorithm for symmetric stable mixture modelTeimouri, Mahdi / Rezakhah, Saeid / Mohammadpour, Adel et al. | 2018
- 605
-
Variable selection in linear regression analysis with alternative Bayesian information criteria using differential evaluation algorithmDünder, Emre / Gümüştekin, Serpil / Murat, Naci / Cengiz, Mehmet Ali et al. | 2018
- 615
-
Double sampling |S| control chart with variable sample size and variable sampling intervalLee, Ming Ha / Khoo, Michael B. C. et al. | 2018
- 629
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Corrigendum| 2018