Double bootstrap method for an extreme value index estimation with expectiles - Conference attendances

Double bootstrap method for an extreme value index estimation with expectiles Conference attendances

Language

Английский

Participant type

Пленарный

Conference

International Conference on Probability, Statistics and Machine Learning
02-05 Jul 2024 , Циндао

Authors

Prokopenko Evgeny ¹

Affiliations

1	Sobolev Institute of Mathematics

Prokopenko E.
Double bootstrap method for an extreme value index estimation with expectiles
International Conference on Probability, Statistics and Machine Learning 02-05 Jul 2024