Bias reduction in risk modelling: Semi-parametric quantile estimation
Year of publication: |
2006
|
---|---|
Authors: | Gomes, M. ; Figueiredo, Fernanda |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 15.2006, 2, p. 375-396
|
Publisher: |
Springer |
Subject: | Heavy tails | high quantiles | semi-parametric estimation | bias reduction | statistics of extremes | Primary 62G32 | Secondary 65C05 |
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