On automatic bias reduction for extreme expectile estimation (Q2172112): Difference between revisions

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-Antoine Usseglio-Carleve
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+Coherent Measures of Risk
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+Statistics of Extremes
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+Generalized quantiles as risk measures
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+Q3434069
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+Bias correction in extreme value statistics with index around zero
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+Applications: Posterior Distributions for the Gini Coefficient Using Grouped Data
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+Expectiles and \(M\)-quantiles are quantiles
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+Q3523756
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+Regression Quantiles
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+Asymmetric Least Squares Estimation and Testing
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+Geoadditive expectile regression
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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+COHERENCE AND ELICITABILITY
@@ Property / cites work: COHERENCE AND ELICITABILITY / rank @@
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@@ Property / DOI @@
+.1007/S11222-022-10118-X
@@ Property / DOI: 10.1007/S11222-022-10118-X / rank @@
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+Publication:2172112