On the estimation of the variability in the distribution tail (Q2074679)
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scientific article; zbMATH DE number 7471958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the variability in the distribution tail |
scientific article; zbMATH DE number 7471958 |
Statements
On the estimation of the variability in the distribution tail (English)
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10 February 2022
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Gini functional
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risk measure
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variability measure
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distribution tail
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extreme-value theory
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0.92362964
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0.92157274
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0.9214406
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0.9194318
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0.9187257
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0.9165936
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0.91595954
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