A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
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Publication:5307705
DOI10.1198/016214506000000799zbMath1284.62300OpenAlexW1971153697MaRDI QIDQ5307705
Dinis Pestana, M. Ivette Gomes
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000000799
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