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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).
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Official URL : http://tse-fr.eu/pub/128666
Identification Number : 10.1007/s11222-023-10359-4
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | 2024 |
| Refereed: | Yes |
| Place of Publication: | Londre |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 08 Nov 2023 08:16 |
| Last Modified: | 06 Jan 2025 14:10 |
| OAI Identifier: | oai:tse-fr.eu:128666 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48364 |
Available Versions of this Item
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Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (deposited 20 Jul 2023 08:57)
- Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles. (deposited 09 Jan 2025 09:00)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (deposited 08 Nov 2023 08:16) [Currently Displayed]
