Estimation and inference about tail features with tail censored data
Yulong Wang, Zhijie Xiao
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Yulong ; Xiao, Zhijie |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 363-387
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| Subject: | Extreme value theory | Power law | Extreme quantile | Tail index | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.01.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463894