A prediction error criterion for choosing the lower quantile in Pareto index estimation
Year of publication: |
2003
|
---|---|
Authors: | Dupuis, Debbie J. ; Victoria-Feser, Maria-Pia |
Publisher: |
Geneve : Univ., Ecole des Hautes Etudes Commerciales |
Subject: | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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