Pages that link to "Item:Q784395"

The following pages link to Distributionally robust inference for extreme value-at-risk (Q784395):

Displaying 11 items.

• Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
• Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
• Estimating and backtesting risk under heavy tails (Q2138613) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• On distributionally robust extreme value analysis (Q2191428) (← links)
• Extremal spectral risk measures and their applications in financial risk management (Q2993292) (← links)
• (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
• Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
• Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
• Stochastic ordering in multivariate extremes (Q6601110) (← links)
• Shift-invariant homogeneous classes of random fields (Q6614349) (← links)