ES.IF: Influence Function of Expected Shortfall (ES)
In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Influence Function of Expected Shortfall (ES)
Usage
1
Arguments
data
Vector of the data
...
other parameters
alpha
Tail Probability
Value
IF of ES
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1
chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.
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Description Usage Arguments Value Author(s) Examples
Description
Influence Function of Expected Shortfall (ES)
Usage
1 |
Arguments
data |
Vector of the data |
... |
other parameters |
alpha |
Tail Probability |
Value
IF of ES
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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