Bias reduction in risk modelling: Semi-parametric quantile estimation
| Year of publication: |
2006
|
|---|---|
| Authors: | Gomes, M. ; Figueiredo, Fernanda |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 15.2006, 2, p. 375-396
|
| Publisher: |
Springer |
| Subject: | Heavy tails | high quantiles | semi-parametric estimation | bias reduction | statistics of extremes | Primary 62G32 | Secondary 65C05 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184323