Pages that link to "Item:Q4684332"
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The following pages link to Detecting Tail Risk Differences in Multivariate Time Series (Q4684332):
Displaying 4 items.
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
