Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models

✍ Scribed by ZHOUPING LI; YUN GONG; LIANG PENG

• Book ID: 111009023
• Publisher: John Wiley and Sons
• Year: 2011
• Tongue: English
• Weight: 93 KB
• Volume: 38
• Category: Article
• ISSN: 0303-6898
• DOI: 10.1111/j.1467-9469.2011.00747.x