Pages that link to "Item:Q5358042"
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The following pages link to ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042):
Displaying 9 items.
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
