Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468)
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scientific article; zbMATH DE number 7759550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles |
scientific article; zbMATH DE number 7759550 |
Statements
Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (English)
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2 November 2023
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bias reduction
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expectiles
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extrapolation
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extremes
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heavy tails
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\( L^p\)-quantiles
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