A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685): Difference between revisions

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Latest revision as of 08:04, 11 July 2024

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A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators
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    A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (English)
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    11 January 2016
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    heavy right tails
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    semiparametric estimation
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    statistics of extremes
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    value-at-risk estimation
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