Estimation of tail risk based on extreme expectiles

E-ISSN： 1467-9868|80|2|263-292

ISSN： 1369-7412

Source： JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol.80, Iss.2, 2018-03, pp. : 263-292

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On the Estimation of a Changepoint in a Tail Index

By Gadeikis K.

Lithuanian Mathematical Journal, Vol. 45, Iss. 3, 2005-07 ,pp. : 272-283

Springer Publishing Company

Access to resources Recommend Favorite

Iterative Estimation of the Extreme Value Index

By Müller Samuel Hüsler Jürg

Methodology And Computing In Applied Probability, Vol. 7, Iss. 2, 2005-06 ,pp. : 139-148

Springer Publishing Company

Access to resources Recommend Favorite

Point and interval estimation of baseline risk and treatment effect based on logistic model for observational studies

BIOMETRICAL JOURNAL, Vol. 57, Iss. 3, 2015-05 ,pp. : 441-452

John Wiley & Sons Inc

Access to resources Recommend Favorite

Estimation of the marginal expected shortfall: the mean when a related variable is extreme

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol. 77, Iss. 2, 2015-03 ,pp. : 417-442

John Wiley & Sons Inc

Access to resources Recommend Favorite

Extreme-learning-machine-based land cover classification

By Pal Mahesh

International Journal of Remote Sensing, Vol. 30, Iss. 14, 2009-01 ,pp. : 3835-3841

Taylor & Francis Ltd

Access to resources Recommend Favorite