Pages that link to "Item:Q1715530"

The following pages link to Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530):

Displaying 26 items.

• Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Generalized quantiles as risk measures (Q2015471) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• On the estimation of the variability in the distribution tail (Q2074679) (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
• Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
• Penalized high‐dimensional M‐quantile regression: From <i>L</i>¹ to <i>L</i>^<i>p</i> optimization (Q5094256) (← links)
• The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
• Automatic selection by penalized asymmetric <i> L _q </i> -norm in a high-dimensional model with grouped variables (Q6083206) (← links)
• Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
• Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
• The \(k\)th power expectile estimation and testing (Q6640982) (← links)
• Estimation of value-at-risk by \(L^p\) quantile regression (Q6664136) (← links)
• Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)