Semi-parametric estimation of multivariate extreme expectiles (Q2034472)
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scientific article; zbMATH DE number 7361741
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| English | Semi-parametric estimation of multivariate extreme expectiles |
scientific article; zbMATH DE number 7361741 |
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Semi-parametric estimation of multivariate extreme expectiles (English)
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22 June 2021
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dependence
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extreme value theory
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multivariate risk measures
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optimization
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semiparametric estimation
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0.91047525
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0.90322375
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0.9010272
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