Beyond tail median and conditional tail expectation: Extreme risk estimation using tail L p ‐optimization
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2019
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12433