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Q5357883 - MaRDI portal

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scientific article; zbMATH DE number 6775527
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English
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scientific article; zbMATH DE number 6775527

    Statements

    author
    Fernanda Figueiredo
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    M. Ivette Gomes
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    publication date
    18 September 2017
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    zbMATH Keywords
    asymptotic behaviour
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    heavy tails
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    high quantiles
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    mean-of-order-\(p\) estimation
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    Monte Carlo simulation
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    PORT methodology
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    semiparametric methods
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    statistics of extremes
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    value-at-risk
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G32
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    62E20
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    91G70
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    zbMATH DE Number
    6775527
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