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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| English | 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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