Empirical tail conditional allocation and its consistency under minimal assumptions

Gribkova, Nadezhda; Su, Jianxi; Zitikis, Ričardas

doi:10.1007/s10463-021-00813-3

Ann Inst Stat Math

2021

DOI: 10.1007/s10463-021-00813-3

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Empirical tail conditional allocation and its consistency under minimal assumptions

Nadezhda Gribkova

Jianxi Su

Ričardas Zitikis

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Cited by 7 publications

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Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

Gribkova,

Su,

Zitikis

2024

Ann Inst Stat Math

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Empirical tail conditional allocation and its consistency under minimal assumptions

Cited by 7 publications

References 37 publications

Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants

Assessing the difference between integrated quantiles and integrated cumulative distribution functions

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