Pages that link to "Item:Q6059468"
From MaRDI portal
The following pages link to Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468):
Displaying 4 items.
- A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)