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On automatic bias reduction for extreme expectile estimation
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Statistics and Computing, 2022
Composite bias-reduced Lp-quantile-based estimators of extreme quantiles and expectiles
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Canadian Journal of Statistics, 2022
Functional estimation of extreme conditional expectiles
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Econometrics and Statistics, 2022
Extreme Conditional Expectile Estimation In Heavy-tailed Heteroscedastic Regression Models
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Annals of Statistics, 2021