Search Results - "tail"
-
1
-
2
-
3
On the study of extremes with dependent random right-censoring
Published 2019Subjects: Get full text
-
4
Libraries, the Long Tail and the Future of Legacy Print Collections
Published 2007Subjects: Get full text
-
5
-
6
An integrated functional Weissman estimator for conditional extreme quantiles
Published 2017Subjects: Get full text
-
7
-
8
-
9
Extreme M-quantiles as risk measures: from L1 to Lp optimization
Published 2019Subjects: “…Asymptotic normality; Dependent observations; Expectiles; Extrapolation; Extreme values; Heavy tails; Lp optimization; Mixing; Quantiles; Tail risk…”
Get full text
-
10
-
11
-
12
A high prevalence of Theileria penicillata in woylies (Bettongia penicillata)
Published 2012Subjects: Get full text
-
13
Some aspects of signal processing in heavy tailed noise
Published 2002Subjects: “…heavy tailed distributions…”
Get full text
-
14
Systemic risk and macroeconomic fat tails
Published 2018Subjects: “…Systemic risk; Banking system; Aggregate risk; Financial network; Fat tails…”
Get full text
-
15
Tests for an end-of-sample bubble in financial time series
Published 2017Subjects: “…Rational bubble; Explosive autoregression; Right-tailed unit root testing: Sub-sampling…”
Get full text
-
16
-
17
Tests for explosive financial bubbles in the presence of non-stationary volatility
Published 2015Subjects: “…Rational bubble; Explosive autoregression; Non-stationary volatility; Right-tailed unit root testing…”
Get full text
-
18
-
19
-
20
Estimation of tail risk based on extreme expectiles
Published 2017Subjects: “…Asymmetric squared loss; Coherency; Expectiles; Extrapolation; Extreme values; Heavy tails; Marginal expected shortfall; Value at Risk…”
Get full text