Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. TSE Working Paper, n. 23-1444, Toulouse
, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine
(2023)
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles.
TSE Working Paper, n. 23-1444, Toulouse