Distributionally robust inference for extreme value-at-risk (Q784395): Difference between revisions
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Revision as of 09:33, 9 December 2024
scientific article
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English | Distributionally robust inference for extreme value-at-risk |
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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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