Using a bootstrap method to choose the sample fraction in tail index estimation
Year of publication: |
1997
|
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Authors: | Daníelsson, Jón ; Haan, Laurens de ; Peng, L. ; Vries, Casper G. de |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | Tail index | Bootstrap | Bias | Mean squared error | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Wahrscheinlichkeitsrechnung | Probability theory | Systematischer Fehler |
Extent: | Online-Ressource (14 S.) |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 1997,016 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/85747 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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