Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Statistics and Computing, Vol. 34 (N° 130).
, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine
(2024)
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles.
Statistics and Computing, Vol. 34 (N° 130).