Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187)
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scientific article; zbMATH DE number 6119806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory |
scientific article; zbMATH DE number 6119806 |
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Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (English)
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30 December 2012
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value at risk
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nonparametric quantile regression
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risk management
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extreme value statistical applications
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monotonization
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