A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685)
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scientific article; zbMATH DE number 6528164
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators |
scientific article; zbMATH DE number 6528164 |
Statements
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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0.90509015
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0.88614494
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0.88209367
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0.88187146
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0.8794658
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0.8742702
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0.8724152
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0.8716701
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0.8704803
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