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Extreme expectile estimation for short-tailed data, with an application
  to market risk assessment
v1v2 (latest)

Extreme expectile estimation for short-tailed data, with an application to market risk assessment

5 October 2022
A. Daouia
S. Padoan
Gilles Stupfler
ArXiv (abs)PDFHTML

Papers citing "Extreme expectile estimation for short-tailed data, with an application to market risk assessment"

2 / 2 papers shown
Title
Coherence and elicitability
Coherence and elicitability
J. Ziegel
74
334
0
07 Mar 2013
Making and Evaluating Point Forecasts
Making and Evaluating Point Forecasts
T. Gneiting
107
1,055
0
04 Dec 2009
1