A class of asymptotically unbiased semi-parametric estimators of the tail index
| Year of publication: |
2002
|
|---|---|
| Authors: | Caeiro, Frederico ; Gomes, M. Ivette |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 11.2002, 2, p. 345-364
|
| Publisher: |
Springer |
| Subject: | Statistical theory of extremes | semi-parametric estimation | Primary 62G05 | Secondary 62F35 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390572