Tail analysis without parametric models : a worst-case perspective
Henry Lam, Clementine Mottet
| Year of publication: |
November-December 2017
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|---|---|
| Authors: | Lam, Henry ; Mottet, Clementine |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 65.2017, 6, p. 1696-1711
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| Subject: | tail modeling | robust analysis | nonparametric | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2017.1643 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011777905