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

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Poster (Scientific congresses and symposiums)

Hambuckers, Julien

2016 • Fourth Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik "Statistics under one Umbrella" (DAGstat)

Editorial reviewed

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https://hdl.handle.net/2268/236910

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Keywords :

single-index; Generalized Pareto regression; Operational loss

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > Finance de Marché

Language :

English

Title :

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

Publication date :

March 2016

Event name :

Fourth Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik "Statistics under one Umbrella" (DAGstat)

Event place :

Goettingen, Germany

Event date :

from 14-03-2016 to 18-03-2016

By request :

Yes

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 17 June 2019

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