Estimation of the adjusted standard-deviatile for extreme risks
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Publication:6536918
DOI10.1111/sjos.12693MaRDI QIDQ6536918
Haoyu Chen, Fan Yang, Tiantian Mao
Publication date: 14 May 2024
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
\(\beta\)-mixingextrapolationheavy tailsexpectileextreme value statisticsadjusted standard-deviatile
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