Robust Extreme Quantile Estimation for Pareto-Type tails through an Exponential Regression Model
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DOI: 10.31219/osf.io/hf7vk
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References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-ECM-2022-04-04 (Econometrics)
- NEP-IAS-2022-04-04 (Insurance Economics)
- NEP-ORE-2022-04-04 (Operations Research)
- NEP-RMG-2022-04-04 (Risk Management)
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