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← Kernel estimation of extreme regression risk measures (Q1697481)

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The following pages link to Kernel estimation of extreme regression risk measures (Q1697481):

Displaying 3 items.

On the estimation of the variability in the distribution tail (Q2074679) (← links)
Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)

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