id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-4280	Korotimi, Ou´edraogo; Diakarya, Barro	An Approach of Estimating the Value at Risk of Heavy-tailed Distribution using Copulas	2022	12	.pdf	application/pdf	4324	267	64	Copulas and conditional distribution function The conditional quantile estimation based on copulas is based on quantile regression and the asymptotic distribution of this estimator has been proven to be Gaussian (see Noh et al In this study, we consider a random vector X = (X1;X2; ...;Xm)T of dimension m with joint distribution function F and marginal distribution function F1; ...;Fm.	cache/ejpam-4280.pdf	txt/ejpam-4280.txt