On the estimation of the variability in the distribution tail
type: Item
instance of: scholarly article
title: On the estimation of the variability in the distribution tail
zbMATH Open document ID: 1478.62107
author: Laurent Gardes
author: Stéphane Girard
published in: Test
publication date: 2022-02-10T00:00:00Z
full work available at URL: Gardes Girard GINI V2.pdf
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7471958
zbMATH Keywords: Gini functional
zbMATH Keywords: risk measure
zbMATH Keywords: variability measure
zbMATH Keywords: distribution tail
zbMATH Keywords: extreme-value theory
MaRDI profile type: Publication
OpenAlex ID: W2996193229
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DOI: 10.1007/S11749-021-00754-2
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description: scientific article; zbMATH DE number 7471958