Estimation of Extreme Risk Measures from Heavy-tailed distributions

International audience

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Additional Info

Field Value
Source 8th conference on extreme value analysis, probabilistic and statistical models and their applications
Author El Methni, Jonathan, Girard, Stéphane, Gardes, Laurent
Maintainer CCSD
Last Updated May 10, 2026, 07:52 (UTC)
Created May 10, 2026, 07:52 (UTC)
Identifier hal-00845527
Language en
contributor Modelling and Inference of Complex and Structured Stochastic Systems (MISTIS) ; Centre Inria de l'Université Grenoble Alpes ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)
coverage Shanghai, China
creator El Methni, Jonathan
date 2013-07-08T00:00:00
harvest_object_id a3517366-1340-41a5-87c8-741d1ba7ec73
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-27T00:00:00
set_spec type:COMM