|
|||||
|
|
Empirical tail conditional allocation and its consistency under minimal assumptions |
|
| Authors: | Gribkova N V Su J Zitikis R |
| Abstract: | Annals of the Institute of Statistical Mathematics - Under minimal assumptions, we prove that an empirical estimator of the tail conditional allocation (TCA), also known as the marginal expected... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |