Semiparametric Lower Bounds for Tail Index Estimation
| Year of publication: |
2001
|
|---|---|
| Authors: | Werker, Bas J.M. ; Beirlant, J. ; Bouquiaux, C. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | indexation | semiparametric estimation |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2001-65 |
| Classification: | C14 - Semiparametric and Nonparametric Methods |
| Source: |
Persistent link: https://www.econbiz.de/10011091522