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Haitao Huang

Nanjing University

Nanjing

China

SCHOLARLY PAPERS

1

DOWNLOADS

23

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Comparing Tail Indexes and Extreme Risks via Random Weighted Bootstrap: A Pareto-Censored Likelihood Approach

Number of pages: 37 Posted: 12 May 2026
Yifan Hu, Yanxi Hou, Haitao Huang and Liang Peng
Fudan University, Fudan University - School of Data Science, Nanjing University and Georgia State University
Downloads 23 (1,491,251)

Abstract:

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Hill estimator, heavy tail, random weighted bootstrap, tail dependence, Value-at-Risk