Extremes and Robustness: A Contradiction?
| Year of publication: |
2006
|
|---|---|
| Authors: | Rosario Dell’Aquila ; Embrechts, Paul |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 1, p. 103-118
|
| Publisher: |
Springer |
| Subject: | Robust statistics | Robust estimation | M-estimator | Extreme value theory | Extreme value distributions | Generalized Pareto distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005722892