Some searches may not work properly. We apologize for the inconvenience.
My bibliography Save this paperA Tale of Tail Covariances (and Diversified Tails)
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S., 1994. "Two measures of sample entropy," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 225-234, June.
- Jan Rosenzweig, 2022. "Fat Tails and Optimal Liability Driven Portfolios," Papers 2201.10846, arXiv.org, revised Apr 2023.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wen Chen & Jinjie Wang & Jianli Ding & Xiangyu Ge & Lijing Han & Shaofeng Qin, 2023. "Detecting Long-Term Series Eco-Environmental Quality Changes and Driving Factors Using the Remote Sensing Ecological Index with Salinity Adaptability (RSEI SI ): A Case Study in the Tarim River Basin,," Land, MDPI, vol. 12(7), pages 1-23, June.
- Menéndez, M. & Morales, D. & Pardo, L., 1997. "Maximum entropy principle and statistical inference on condensed ordered data," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 85-93, May.
- Guoxin Qiu & Kai Jia, 2018. "Extropy estimators with applications in testing uniformity," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 182-196, January.
- Nader Ebrahimi, 2001. "Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 325-337, June.
- Hadi Alizadeh Noughabi & Albert Vexler, 2016. "An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 2988-3003, December.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2023-03-27 (Risk Management)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2302.13646. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.