Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement

DOI10.1080/01621459.2020.1730855zbMath1510.62221OpenAlexW3008647741MaRDI QIDQ6044632

Xing Wang, Yanxi Hou

Publication date: 22 May 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2020.1730855

zbMATH Keywords

extreme value theorytail copulaGini mean differencetail riskmeasure of variability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

Related Items

Statistical inference for tail-based cumulative residual entropy, Asymptotic results on tail moment and tail central moment for dependent risks

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