Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660)
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scientific article; zbMATH DE number 7889756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles |
scientific article; zbMATH DE number 7889756 |
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Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (English)
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31 July 2024
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asymptotic normality
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bias correction
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expectiles
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extreme values
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inference
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variance correction
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