| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0572530 |
| utime |
20240402214021.8 |
| mtime |
20230604235959.9 |
| title
(primary) (eng) |
Estimation of Expected Shortfall in Linear Model |
| specification |
| page_count |
13 s. |
| media_type |
E |
|
| serial |
| ARLID |
cav_un_epca*0574052 |
| title
|
ICORS 2023 = Book of abstracts |
| page_num |
29-30 |
| publisher |
| place |
Toulouse |
| name |
Toulouse School of Economics |
| year |
2023 |
|
|
| keyword |
Linear model |
| keyword |
Expected shortfall |
| keyword |
Regression quantile |
| author
(primary) |
| ARLID |
cav_un_auth*0368969 |
| name1 |
Jurečková |
| name2 |
Jana |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| country |
CZ |
| garant |
A |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA22-03636S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0435411 |
|
| abstract
(eng) |
The possibly incurred loss of a portfolio can be linearly affected by unobservable covariates, while we observe only the resulting response. We propose the method of estimating the true loss with the aid\nof regression quantiles.\n |
| action |
| ARLID |
cav_un_auth*0450849 |
| name |
International Conference on Robust Statistics 2023 |
| dates |
20230523 |
| mrcbC20-s |
20230526 |
| place |
Toulouse |
| country |
FR |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2024 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0344415 |
| confidential |
S |
| arlyear |
2023 |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
WOS |
| mrcbU63 |
cav_un_epca*0574052 ICORS 2023 = Book of abstracts Toulouse School of Economics 2023 Toulouse 29 30 |
|