Pages that link to "Item:Q2932770"
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The following pages link to Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770):
Displayed 6 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)