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Daouia, Abdelaati
, Padoan, Simone A. and Stupfler, Gilles Claude
(2024)
Optimal weighted pooling for inference about the tail index and extreme quantiles.
Bernoulli, vol. 30 (n° 2).
pp. 1287-1312.
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude
(2024)
Optimal weighted pooling for inference about the tail index and extreme quantiles.
Bernoulli, vol. 30 (n° 2).
pp. 1287-1312.
