A Sturdy Reduced-Bias Extreme Quantile ( VaR ) Estimator
Gomes, M. Ivette, Pestana, DinisVolume:
102
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1198/016214506000000799
Date:
March, 2007
File:
PDF, 832 KB
english, 2007