Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (Q6044632)
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scientific article; zbMATH DE number 7687390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement |
scientific article; zbMATH DE number 7687390 |
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Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement (English)
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22 May 2023
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extreme value theory
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Gini mean difference
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measure of variability
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tail copula
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tail risk
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