Fixed-k inference for conditional extremal quantiles
Yuya Sasaki and Yulong Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Sasaki, Yuya ; Wang, Yulong |
| Subject: | Confidence interval | Extreme value theory | Conditional extremal quantile | Fixed k | Random coefficient | Risikomaß | Risk measure | Ausreißer | Outliers | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1870985 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534559