On automatic bias reduction for extreme expectile estimation (Q2172112): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: fGarch / rank | |||
Normal rank | |||
Revision as of 09:58, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On automatic bias reduction for extreme expectile estimation |
scientific article |
Statements
On automatic bias reduction for extreme expectile estimation (English)
0 references
15 September 2022
0 references
asymmetric least squares
0 references
bias reduction
0 references
expectiles
0 references
extremes
0 references
extrapolation
0 references
heavy tails
0 references
second-order parameter
0 references
