Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles

Replaces

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles”, TSE Working Paper, n. 23-1444, June 2023, revised November 2023.

Reference

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles”, Statistics and Computing, 2024, forthcoming.