A robust estimator for the tail index of Pareto-type distributions
| Year of publication: |
2007
|
|---|---|
| Authors: | Vandewalle, B. ; Beirlant, J. ; Christmann, A. ; Hubert, M. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 12, p. 6252-6268
|
| Publisher: |
Elsevier |