Estimation of Extreme Risk Measures from Heavy-tailed distributions
type: Dataset
description: International audience
issued: 2026-05-10T07:52:12.688277
language: en
modified: 2026-05-10T07:52:12.688281
contact point: Organization
  fn: CCSD
keyword: conditional-quantiles
keyword: conditional-tail-expectation
keyword: conference-papers
keyword: heavy-tailed-distributions
keyword: infoeu-reposemanticsconferenceobject
keyword: kernel-estimator
keyword: mathmath-stmathematics-mathstatistics-mathst
keyword: risk-measures
keyword: statthstatistics-statstatistics-theory-statth

Estimation of Extreme Risk Measures from Heavy-tailed distributions
type: Distribution
format: HTML
issued: 2026-05-10T07:52:12.694843
modified: 2026-05-10T07:52:12.677679
access URL: https://hal.science/hal-00845527

test_moissonnage_selune
type: Agent