Distributionally robust inference for extreme value-at-risk (Q784395): Difference between revisions
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Revision as of 11:05, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust inference for extreme value-at-risk |
scientific article |
Statements
Distributionally robust inference for extreme value-at-risk (English)
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3 August 2020
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value-at-risk
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extreme value-at-risk
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distributionally robust
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regular variation
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Tawn-Molchanov
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linear semi-infinite programming
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extremal coefficients
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