Optimal confidence intervals for the tail index and high quantiles
Year of publication: |
2004
|
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Authors: | Pinto, Ana P. Ferreira ; Vries, Casper G. de |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | tail index | bias sign | optimal rate | confidence intervals | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Index | Index number |
Extent: | Online-Ressource (25 S.) graph. Darst. |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2004,090 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/86219 [Handle] |
Classification: | C0 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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