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0572530 - ÚTIA 2024 RIV FR eng C - Conference Paper (international conference)
Jurečková, Jana
Estimation of Expected Shortfall in Linear Model.
ICORS 2023 = Book of abstracts. Toulouse: Toulouse School of Economics, 2023, s. 29-30.
[International Conference on Robust Statistics 2023. Toulouse (FR), 23.05.2023-26.05.2023]
R&D Projects: GA ČR(CZ) GA22-03636S
Institutional support: RVO:67985556
Keywords : Linear model * Expected shortfall * Regression quantile
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2023/SI/jureckova-0572530.pdf
Permanent Link: https://hdl.handle.net/11104/0344415