The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802)
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scientific article; zbMATH DE number 6330964
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| English | The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance |
scientific article; zbMATH DE number 6330964 |
Statements
The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (English)
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15 August 2014
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maximum likelihood
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extreme value theory
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\(q\)-entropy
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tail-related risk measures
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0.7723641395568848
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0.764230489730835
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0.7522121667861938
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0.752184271812439
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0.7516369223594666
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