Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
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Cites work
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Cited in
(5)- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators
- A refined Weissman estimator for extreme quantiles
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- The role of resampling methods and generalized means in extreme value theory
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