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  • Gardes Laurent, Girard Stephane, Stupfler Gilles. Beyond tail median and conditional tail expectation: extreme risk estimation using tail $L^p$−optimisation. Scandinavian Journal of Statistics, Wiley, 2020, 47 (3), pp.922--949. ⟨10.1111/sjos.12433⟩
  • Gardes Laurent, Girard Stéphane, Stupfler Gilles. Beyond tail median and conditional tail expectation: extreme risk estimation using tail $L^p$−optimisation. Scandinavian Journal of Statistics, Wiley, 2020, 47 (3), pp.922--949. ⟨10.1111/sjos.12433⟩
Title
  • Beyond tail median and conditional tail expectation: extreme risk estimation using tail $L^p$−optimisation
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  • 2020
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