A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index
Year of publication: |
1997
|
---|---|
Authors: | de Haan, Laurens F.M. ; Peng, Liang ; Pereira, T.T. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Schätztheorie | Theorie |
Series: | Tinbergen Institute Discussion Paper ; 97-099/4 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 783142129 [GVK] hdl:10419/85538 [Handle] RePEc:dgr:uvatin:19970099 [RePEc] |
Source: |
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