A Sturdy Reduced Bias Extreme Quantile (VaR) Estimator: Correction
22.66
Ivette Gomes,
Dinis Pestana
Journal Of The American Statistical Association,
vol. 104, 2009, p. 872-0.
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
22.66
Ivette Gomes,
Dinis Pestana
Journal Of The American Statistical Association,
vol. 102, 2007, p. 280-292.