Extremes and robustness : a contradiction?
Year of publication: |
2006
|
---|---|
Authors: | Dell'Aquila, Rosario ; Embrechts, Paul |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 20.2006, 1, p. 103-118
|
Subject: | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Ausreißer | Outliers |
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