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