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Asymptotic Normality of the Conditional Value-at-Risk based Pickands
  Estimator

Asymptotic Normality of the Conditional Value-at-Risk based Pickands Estimator

20 January 2024
Yizhou Li
Pawel Polak
ArXiv (abs)PDFHTMLGithub

Papers citing "Asymptotic Normality of the Conditional Value-at-Risk based Pickands Estimator"

1 / 1 papers shown
Smoothing the Conditional Value-at-Risk based Pickands Estimators
Smoothing the Conditional Value-at-Risk based Pickands Estimators
Yizhou Li
Pawel Polak
73
0
0
24 Sep 2024
1
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