Procedure of test to compare the tail indices
| Year of publication: |
2010
|
|---|---|
| Authors: | Mougeot, Mathilde ; Tribouley, Karine |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 2, p. 383-412
|
| Publisher: |
Springer |
| Subject: | Extreme value index | Nonparametric test | Minimax rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596117