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

@@ Property / author @@
+Davide Ferrari
@@ Property / author: Davide Ferrari / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F99
@@ Property / Mathematics Subject Classification ID: 62F99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6330964
@@ 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

Revision as of 15:54, 29 June 2023