"On automatic bias reduction for extreme expectile estimation."

Stéphane Girard, Gilles Stupfler, Antoine Usseglio-Carleve (2022)

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DOI: 10.1007/S11222-022-10118-X

access: closed

type: Journal Article

metadata version: 2022-09-10

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Stéphane Girard, Gilles Stupfler, Antoine Usseglio-Carleve:
On automatic bias reduction for extreme expectile estimation. Stat. Comput. 32(4): 64 (2022)

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