Estimation of extreme conditional expectile via tail risk transition from intermediate quantile

Statistics and Its Interface 2026

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Authors: Jingyu Ji, Yanxi Hou, Deyuan Li
DOI: 10.4310/sii.260107231542
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Credit Risk and Financial Regulations

Publication details

Journal / source
Statistics and Its Interface
Volume
19
Issue
1
Pages
123–141
Publication date
1 January 2026
Language
EN