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  • Search: subject:"Tuning parameter selection consistency"
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Ausreißer 1 Estimation theory 1 Extreme value theory 1 Generalized Pareto distribution 1 Generalized information criterion 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Outliers 1 Pareto efficiency 1 Pareto-Optimum 1 Quasi-maximum likelihood estimation 1 Risiko 1 Risk 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Tuning parameter selection consistency 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chan, Kung-sik 1 Meng, Jin 1
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Insurance / Mathematics & economics 1
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ECONIS (ZBW) 1
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Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin; Chan, Kung-sik - In: Insurance / Mathematics & economics 104 (2022), pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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