Semiparametric lower bounds for tail-index estimation
| Year of publication: |
2006
|
|---|---|
| Authors: | Beirlant, J. ; Bouquiaux, C. ; Werker, B.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Statistical Planning and Inference (2006), v.136, nr.3, p.705-729 |
| Source: |
Persistent link: https://www.econbiz.de/10011087957