Optimal pooling and distributed inference for the tail index and extreme quantiles
Abdelaati Daouia, Simone A. Padoan and Gilles Stupfler
| Year of publication: |
March 2022
|
|---|---|
| Authors: | Daouia, Abdelaati ; Padoan, Simone A. ; Stupfler, Gilles |
| Publisher: |
[Toulouse] : [Toulouse School of Economics] |
| Subject: | Extreme values | heavy tails | distributed inference | pooling | testing | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Induktive Statistik | Statistical inference | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / TSE : WP. - Toulouse, ZDB-ID 2816658-9. - Vol. no 1322 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170008