Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions |
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Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (English)
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9 December 2014
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asymptotic normality
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conditional tail expectation
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extreme-value statistics
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heavy-tailed distributions
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kernel estimator
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risk measures
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