A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators |
scientific article |
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A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (English)
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11 January 2016
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heavy right tails
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semiparametric estimation
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statistics of extremes
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value-at-risk estimation
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