Pages that link to "Item:Q4912037"
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The following pages link to A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037):
Displaying 5 items.
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)