The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(12 intermediate revisions by 8 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11009-007-9063-1 / rank
Normal rank
 
Property / author
 
Property / author: Davide Ferrari / rank
Normal rank
 
Property / author
 
Property / author: Davide Ferrari / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F99 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62G32 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P05 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G70 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6330964 / rank
 
Normal rank
Property / zbMATH Keywords
 
maximum likelihood
Property / zbMATH Keywords: maximum likelihood / rank
 
Normal rank
Property / zbMATH Keywords
 
extreme value theory
Property / zbMATH Keywords: extreme value theory / rank
 
Normal rank
Property / zbMATH Keywords
 
\(q\)-entropy
Property / zbMATH Keywords: \(q\)-entropy / rank
 
Normal rank
Property / zbMATH Keywords
 
tail-related risk measures
Property / zbMATH Keywords: tail-related risk measures / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: POT / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: evir / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: ElemStatLearn / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: QRM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11009-007-9063-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2088094195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual life time at great age / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865046 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4827369 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An application of extreme value theory for measuring financial risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4672502 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: The elements of statistical learning. Data mining, inference, and prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5564905 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the correspondence between a screw dislocation in gradient elasticity and a regularized vortex / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4345873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11009-007-9063-1 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:26, 9 December 2024

scientific article
Language Label Description Also known as
English
The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
scientific article

    Statements

    The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (English)
    0 references
    0 references
    0 references
    15 August 2014
    0 references
    maximum likelihood
    0 references
    extreme value theory
    0 references
    \(q\)-entropy
    0 references
    tail-related risk measures
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references