The semiparametric varying-coefficient composite expectile regression model in risk measurement and its application

LIU Xiaoqian, ZHOU Yong

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (8) : 2176-2192.

PDF(860 KB)
中国科学院数学与系统科学研究院期刊网
PDF(860 KB)
Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (8) : 2176-2192. DOI: 10.12011/1000-6788-2020-0058-17

The semiparametric varying-coefficient composite expectile regression model in risk measurement and its application

  • LIU Xiaoqian1, ZHOU Yong2,3
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(8): 2176-2192 https://doi.org/10.12011/1000-6788-2020-0058-17

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(860 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉