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"Bias-reduced and variance-corrected asymptotic Gaussian inference about ..."

Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio-Carleve (2024)

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DOI: 10.1007/S11222-023-10359-4

access: closed

type: Journal Article

metadata version: 2024-07-18

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Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio-Carleve:
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Stat. Comput. 34(4): 130 (2024)

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