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On automatic bias reduction for extreme expectile estimation

Crossref DOI link: https://doi.org/10.1007/s11222-022-10118-x

Published Online: 2022-08-09

Published Print: 2022-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Girard, Stéphane https://orcid.org/0000-0003-0098-2369
Stupfler, Gilles https://orcid.org/0000-0003-2497-9412
Usseglio-Carleve, Antoine https://orcid.org/0000-0002-8148-3758
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Text and Data Mining valid from 2022-08-01

Version of Record valid from 2022-08-01
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Article History

Received: 7 January 2021

Accepted: 30 May 2022

First Online: 9 August 2022