Partially smooth tail-index estimation for small samples
| Year of publication: |
2011
|
|---|---|
| Authors: | Müller, Samuel ; Chhay, Houng |
| Published in: |
Computational Statistics. - Springer. - Vol. 26.2011, 3, p. 491-505
|
| Publisher: |
Springer |
| Subject: | Tail-index estimation | Small-sample performance | Monotone density estimation | Probability weighted moments | L-moments | Extreme-value theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324898