Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211)
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scientific article; zbMATH DE number 6143374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime |
scientific article; zbMATH DE number 6143374 |
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Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (English)
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12 March 2013
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bias reduction
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high quantiles
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Hill estimator
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Lévy-stable distributions
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L-statistics
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order statistics
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risk measure
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second order regular variation
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tail index
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