Jump to: Monograph
Number of items: 2.
Monograph
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude
(2023)
Extreme expectile estimation for short-tailed data, with an application to market risk assessment.
TSE Working Paper, n. 23-1414, Toulouse
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude
(2022)
Optimal weighted pooling for inference about the tail index and extreme quantiles.
TSE Working Paper, n. 22-1322, Toulouse