John H.J. Einmahl | TU Delft Repository

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John H.J. Einmahl

Journal article (1)

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1

Estimation of the marginal expected shortfall

The mean when a related variable is extreme

Journal article (2015) - Juanjuan Cai (author) , John H.J. Einmahl (author) , Laurens de Haan (author) , Chen Zhou (author)

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