Tail expectile process and risk assessment

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Submitted on : Friday, June 28, 2019 - 2:02:31 PM
Last modification on : Thursday, July 25, 2019 - 3:25:33 PM

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Abdelaati Daouia, Stephane Girard, Gilles Stupfler. Tail expectile process and risk assessment. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, In press, pp.1-27. ⟨hal-01744505v3⟩

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