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~person:"Hou, Yanxi"
~subject:"Extreme Value Theory"
~subject:"Quantile regression"
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Extreme Value Theory
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Ausreißer
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Outliers
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Estimation theory
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Multivariate Verteilung
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Multivariate distribution
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Risikomaß
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Schätztheorie
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Extreme events
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Extreme value theory
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Heteroscedastic extremes
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Interval estimation
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Jackknife empirical likelihood
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Kendall's tau
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Measure of association
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Hou, Yanxi
Bee, Marco
2
Pais, Amelia
2
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2
Trapin, Luca
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1
Ahmed, Hanan
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BelKacem, Lotfi
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Fethı, Meryem Duygun
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Lee, David Kuo Chuen
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1
Louro, Rui
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
2
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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