Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology |
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Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (English)
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18 November 2011
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semi-parametric estimation
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statistics of extremes
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value at risk
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