Limiting behaviour of a geometric-type estimator for tail indices
| Year of publication: |
2003
|
|---|---|
| Authors: | Brito, Margarida ; Freitas, Moreira ; Cristina, Ana |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 2, p. 211-226
|
| Publisher: |
Elsevier |