Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:29, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution |
scientific article |
Statements
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (English)
0 references
23 June 2014
0 references
risk measure
0 references
CTE
0 references
heavy tails
0 references
kernel
0 references
Hill estimator
0 references
extreme quantile
0 references
reduced bias
0 references
