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subject:"United Kingdom"
type_genre:"Article in journal"
~person:"Stupfler, Gilles"
~subject:"Statistische Verteilung"
~type_genre:"Working Paper"
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Statistische Verteilung
Estimation theory
9
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Stupfler, Gilles
Einmahl, John H. J.
13
Phillips, Peter C. B.
13
Härdle, Wolfgang
9
Wu, Ximing
9
Jenkins, Stephen
8
Daouia, Abdelaati
7
Dijk, Herman K. van
7
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7
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6
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6
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6
McAleer, Michael
6
Paolella, Marc S.
6
Peng, Liang
6
Shin, Yongcheol
6
White, Halbert
6
Yang, Lijian
6
Bandi, Federico M.
5
Bekaert, Geert
5
Bertail, Patrice
5
Chen, Yi-ting
5
Chernozhukov, Victor
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Garratt, Anthony
5
Hall, Peter
5
Parmeter, Christopher F.
5
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5
Politis, Dimitris N.
5
Posch, Olaf
5
Sentana, Enrique
5
Silvapulle, Mervyn J.
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Wang, Mu-Chun
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1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
4
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
6
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
7
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
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