Adaptive reduced-bias tail index and VaR estimation via the bootstrap methodology (Q3098930)
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scientific article; zbMATH DE number 5975461
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| English | Adaptive reduced-bias tail index and VaR estimation via the bootstrap methodology |
scientific article; zbMATH DE number 5975461 |
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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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0.8352267742156982
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0.8217915296554565
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0.8201407194137573
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0.817696213722229
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