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Issue Date
Title
Author(s)
11-Apr-2013
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
Brahim Brahimi
;
Djamel Meraghni
;
Abdelhakim Necir
;
Djabrane Yahia
11-Apr-2013
Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regime
Brahim Brahimi
;
Djamel Meraghni
;
Abdelhakim Necir
;
Sonia Touba
Discover
Author
1
Djabrane Yahia
1
Sonia Touba
Subject
1
Extreme values
1
Heavy-tailed distributions
1
High quantiles
1
L-statistics
1
Lévy-stable distribution
1
Mean
1
Order statistics
1
Peng estimator
1
Regular variation
1
Risk Measure
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