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)
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Publication Identifiers
SCOPUS: 2-s2.0-84961287967
Wos: WOS:000349206900005
Source Identifiers
ISSN: 1369-7412
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