Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions
Version of Record online: 18 FEB 2014
© 2014 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 41, Issue 4, pages 988–1012, December 2014
How to Cite
2014), Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions, Scand J Statist, 41, pages 988–1012, doi: 10.1111/sjos.12078, , and (
- Issue online: 10 NOV 2014
- Version of Record online: 18 FEB 2014
- Manuscript Accepted: 1 DEC 2013
- Manuscript Revised: 26 NOV 2013
- Manuscript Received: 1 JUN 2013
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