Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935)
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scientific article; zbMATH DE number 5157110
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| English | Bias reduction in risk modelling: semi-parametric quantile estimation |
scientific article; zbMATH DE number 5157110 |
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Bias reduction in risk modelling: semi-parametric quantile estimation (English)
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25 May 2007
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heavy tails
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high quantiles
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semi-parametric estimation
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bias reduction
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statistics of extremes
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0.8994585
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0.89487046
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0.89406824
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0.88582027
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0.8781472
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0.87755966
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0.8753707
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0.8748603
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0.87048334
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