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

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Revision as of 21:30, 8 July 2024

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The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
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    The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (English)
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    15 August 2014
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    maximum likelihood
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    extreme value theory
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    \(q\)-entropy
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    tail-related risk measures
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