Research output

1. Assessing Monotonicity: An Approach Based on Transformed Order Statistics

   Research output: Contribution to journal › Article › peer-review

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

   Research output: Contribution to journal › Article › peer-review

3. Estimating the VaR-induced Euler allocation rule

   Research output: Contribution to journal › Article › peer-review

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