Where does the tail begin? An approach based on scoring rules (Q5860997)
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scientific article; zbMATH DE number 7484522
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Where does the tail begin? An approach based on scoring rules |
scientific article; zbMATH DE number 7484522 |
Statements
Where does the tail begin? An approach based on scoring rules (English)
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4 March 2022
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Hill estimator
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optimal sample fraction
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risk management
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tail index
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value-at-risk
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0.7956522107124329
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0.7444654703140259
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0.7254582643508911
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0.7251465320587158
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0.7169954776763916
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