View in EDS

Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.

Saved in:
Bibliographic Details
Title: Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.
Authors: Ma, Yaolan1, He, Jinjin1, Wei, Bo1, weibo_bmd@nmu.edu.cn
Source: Australian & New Zealand Journal of Statistics; Jun2026, Vol. 68 Issue 2, p1-35, 35p
Database: Applied Science & Technology Source
FullText Text:
  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 194784013
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Ma%2C+Yaolan%22">Ma, Yaolan</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22He%2C+Jinjin%22">He, Jinjin</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Wei%2C+Bo%22">Wei, Bo</searchLink><relatesTo>1</relatesTo>, <i>weibo_bmd@nmu.edu.cn</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Australian+%26+New+Zealand+Journal+of+Statistics%22">Australian & New Zealand Journal of Statistics</searchLink>; Jun2026, Vol. 68 Issue 2, p1-35, 35p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=194784013
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1111/anzs.70051
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 35
        StartPage: 1
    Titles:
      – TitleFull: Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Ma, Yaolan
      – PersonEntity:
          Name:
            NameFull: He, Jinjin
      – PersonEntity:
          Name:
            NameFull: Wei, Bo
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 06
              Text: Jun2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 13691473
          Numbering:
            – Type: volume
              Value: 68
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Australian & New Zealand Journal of Statistics
              Type: main
ResultId 1