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Inference for the Tail Paramet...
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Estimation theory
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An efficient algorithm to estimate the change in variance
Qin, Ruibing
;
Ma, Junjie
- In:
Economics letters
168
(
2018
),
pp. 15-17
Persistent link: https://www.econbiz.de/10012016661
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A fully polynomial-time approximation scheme for approximating a sum of random variables
Li, Jian
;
Shi, Tianlin
- In:
Operations research letters
42
(
2014
)
3
,
pp. 197-202
Persistent link: https://www.econbiz.de/10010383194
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3
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
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4
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
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