尾部均值估计何时比尾部中位数更有效?对定量风险管理的答案与启示
When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management
Annals of Operations Research · 2017
被引 6
ABS 3
- Roger Barnard
- Kent Pearce
- A. Alexandre Trindade 通讯
风险管理极值理论计量经济学数理统计