Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution |
scientific article; zbMATH DE number 6306914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution |
scientific article; zbMATH DE number 6306914 |
Statements
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (English)
0 references
23 June 2014
0 references
risk measure
0 references
CTE
0 references
heavy tails
0 references
kernel
0 references
Hill estimator
0 references
extreme quantile
0 references
reduced bias
0 references
0 references
0 references
