Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions

✍ Scribed by Methni, Jonathan El; Gardes, Laurent; Girard, Stéphane

• Book ID: 121698247
• Publisher: John Wiley and Sons
• Year: 2014
• Tongue: English
• Weight: 794 KB
• Volume: 41
• Category: Article
• ISSN: 0303-6898
• DOI: 10.1111/sjos.12078