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Financial Risk and Volatility ModelingStatistical Methods and InferenceAdvanced Statistical Methods and Models

Extreme Value Statistics for General Heterogeneous Data through the Average Tail

Yi He, John H. J. Einmahl

2026.5.26JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

DOI: 10.1080/01621459.2026.2676731

Abstract

Abstract is not available.

Citation format

HE, Yi; EINMAHL, John H. J. Extreme value statistics for general heterogeneous data through the average tail. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2026: 1–15.