Tail Mean Estimation is More Efficient than Tail Median: Evidence From the Exponential Power Distribution and Implications for Quantitative Risk Management

Kent Pearce, Roger Barnard, Adao Trindade

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)47–65
JournalAnnals of Operations Research
DOIs
StatePublished - Mar 2018

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