A semiparametric model for Generalized Pareto regressions, based on a dimension reduction assumption,

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Hambuckers, julien

2016 • COMPSTAT 2016

Editorial reviewed

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https://hdl.handle.net/2268/216971

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Keywords :

semiparametric; generalized Pareto; single-index

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, julien ; Université de Liège - ULiège > HEC Liège : UER > Statistique appliquée à la gestion et à l'économie

Language :

English

Title :

A semiparametric model for Generalized Pareto regressions, based on a dimension reduction assumption,

Publication date :

August 2016

Event name :

COMPSTAT 2016

Event place :

Oviedo, Spain

Event date :

du 23 au 26 août 2016

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 14 December 2017

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