Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions
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Publication:5258886
DOI10.1007/978-3-319-12442-1_7zbMath1320.62068OpenAlexW1498875833MaRDI QIDQ5258886
Stéphane Girard, El Hadji Dème, Armelle Guillou
Publication date: 24 June 2015
Published in: Mathematical Statistics and Limit Theorems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-12442-1_7
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