ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508): Difference between revisions
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Revision as of 19:39, 5 March 2024
scientific article; zbMATH DE number 7508900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS |
scientific article; zbMATH DE number 7508900 |
Statements
ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (English)
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19 April 2022
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estimation
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risk measures
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heavy-tailed distribution
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tail index
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extreme quantiles
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bias reduction
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