Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions

From MaRDI portal
Publication:6592804

DOI10.1016/J.JSPI.2024.106189zbMATH Open1543.62353MaRDI QIDQ6592804FDOQ6592804


Authors: Michaël Allouche, Jonathan El Methni, Stéphane Girard Edit this on Wikidata


Publication date: 26 August 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)








Cites Work






This page was built for publication: Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592804)