Pages that link to "Item:Q6044632"
From MaRDI portal
The following pages link to Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632):
Displaying 5 items.
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- Extended Gini-Type Measures of Risk and Variability (Q4562725) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)