A robust prediction error criterion for pareto modelling of upper tails (Q5295957): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1002/cjs.5550340406 / rank
 
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Latest revision as of 13:00, 26 June 2024

scientific article; zbMATH DE number 5175925
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English
A robust prediction error criterion for pareto modelling of upper tails
scientific article; zbMATH DE number 5175925

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    A robust prediction error criterion for pareto modelling of upper tails (English)
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    31 July 2007
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    extreme value
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    income distribution
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    M-estimator
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    Pareto model
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    regression
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    robustness
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    tail index
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    value at risk
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