Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDFBibTeX XMLCite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI HAL
Beck, Nicholas; Mailhot, Mélina A consistent estimator to the orthant-based tail value-at-risk. (English) Zbl 1409.62206 ESAIM, Probab. Stat. 22, 163-177 (2018). MSC: 62P05 62H12 62H20 91G70 PDFBibTeX XMLCite \textit{N. Beck} and \textit{M. Mailhot}, ESAIM, Probab. Stat. 22, 163--177 (2018; Zbl 1409.62206) Full Text: DOI