On the estimation of the variability in the distribution tail (Q2074679)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the estimation of the variability in the distribution tail |
scientific article |
Statements
On the estimation of the variability in the distribution tail (English)
0 references
10 February 2022
0 references
Gini functional
0 references
risk measure
0 references
variability measure
0 references
distribution tail
0 references
extreme-value theory
0 references
0 references
0 references
0 references