On automatic bias reduction for extreme expectile estimation (Q2172112)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On automatic bias reduction for extreme expectile estimation |
scientific article |
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On automatic bias reduction for extreme expectile estimation (English)
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15 September 2022
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asymmetric least squares
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bias reduction
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expectiles
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extremes
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extrapolation
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heavy tails
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second-order parameter
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