Neyman Orthogonalized Specification Tests for Conditional Tail Index Models
arXiv:2611.07219v1 Announce Type: new Abstract: We develop specification tests for parametric conditional tail index models of heavy-tailed distributions. The t…
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arXiv:2611.07219v1 Announce Type: new Abstract: We develop specification tests for parametric conditional tail index models of heavy-tailed distributions. The t…
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