Extreme Value Statistics in Semi-Supervised Models

Hanan Ahmed, John Einmahl and Chen Zhou ()
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Hanan Ahmed: Tilburg University, Center For Economic Research

No 2021-007, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Asymptotic normality; extreme value index; semi-supervised inference; tail dependence; variance reduction (search for similar items in EconPapers)
Date: 2021
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Working Paper: Extreme Value Statistics in Semi-Supervised Models (2021)
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