Pages that link to "Item:Q5136967"
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The following pages link to Beyond tail median and conditional tail expectation: Extreme risk estimation using tail <i>L</i><sup><i>p</i></sup>‐optimization (Q5136967):
Displaying 10 items.
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
