The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance |
scientific article |
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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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