Estimation of the adjusted standard-deviatile for extreme risks (Q6536918)
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scientific article; zbMATH DE number 7846690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the adjusted standard-deviatile for extreme risks |
scientific article; zbMATH DE number 7846690 |
Statements
Estimation of the adjusted standard-deviatile for extreme risks (English)
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14 May 2024
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adjusted standard-deviatile
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\(\beta\)-mixing
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expectile
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extrapolation
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extreme value statistics
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heavy tails
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