Extreme expectile estimation for short-tailed data, with an application to market risk assessment (Q6412940)

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scientific article; zbMATH DE number 7863982
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    Extreme expectile estimation for short-tailed data, with an application to market risk assessment
    scientific article; zbMATH DE number 7863982

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      5 October 2022
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      math.ST
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      stat.TH
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