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Extreme expectile estimation for short-tailed data

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اقرأ أكثر حفظ في قائمتي

المؤلفون: Daouia, Abdelaati; Padoan, Simone, A.; Stupfler, Gilles
المصدر:
ISSN: 0304-4076 ; Journal of Econometrics ; https://hal.science/hal-04588003 ; Journal of Econometrics, 2024, 241 (2), pp.105770. ⟨10.1016/j.jeconom.2024.105770⟩.
الموضوع:
Expectiles; Extreme values; Second-order condition; Short tails; Weak dependence; C13 C14 C18 C53 C58 Expectiles Extreme values Second-order condition Short tails Weak dependence; C13; C14; C18; C53; C58 Expectiles; [STAT]Statistics [stat]
نوع التسجيلة:
article in journal/newspaper
اللغة:
English

معلومة اضافية
- Contributors:
  Toulouse Business School (TBS); Università Bocconi; Laboratoire Angevin de Recherche en Mathématiques (LAREMA); Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS); ANR-19-CE40-0013,ExtremReg,Régression extrême avec applications à l'économétrie, l'environnement et à la finance(2019); ANR-17-EURE-0010,CHESS,Toulouse Graduate School défis en économie et sciences sociales quantitatives(2017); ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)
- بيانات النشر:
  HAL CCSD
  Elsevier
- الموضوع:
  2024
- نبذة مختصرة :
  International audience
- Relation:
  hal-04588003; https://hal.science/hal-04588003; https://hal.science/hal-04588003/document; https://hal.science/hal-04588003/file/Extreme_expectiles_with_bounded_distributions%20%281%29.pdf
- الرقم المعرف:
  10.1016/j.jeconom.2024.105770
- Rights:
  info:eu-repo/semantics/OpenAccess
- الرقم المعرف:
  edsbas.3B1FB3D7

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