No label defined (Q5357883)
From MaRDI portal
scientific article; zbMATH DE number 6775527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6775527 |
Statements
18 September 2017
0 references
asymptotic behaviour
0 references
heavy tails
0 references
high quantiles
0 references
mean-of-order-\(p\) estimation
0 references
Monte Carlo simulation
0 references
PORT methodology
0 references
semiparametric methods
0 references
statistics of extremes
0 references
value-at-risk
0 references
