Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7889756
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles |
scientific article; zbMATH DE number 7889756 |
Statements
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (English)
0 references
31 July 2024
0 references
asymptotic normality
0 references
bias correction
0 references
expectiles
0 references
extreme values
0 references
inference
0 references
variance correction
0 references
0 references
0 references
0 references
0 references
0.86512690782547
0 references
0.8061379790306091
0 references
0.7925415635108948
0 references
0.7904779314994812
0 references
