Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement
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Publication:6044632
DOI10.1080/01621459.2020.1730855zbMath1510.62221OpenAlexW3008647741MaRDI QIDQ6044632
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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)
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Statistical inference for tail-based cumulative residual entropy, Asymptotic results on tail moment and tail central moment for dependent risks
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