Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
Year of publication: |
1997
|
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Authors: | Danielsson, J. ; de Haan, L. ; Peng, L. ; de Vries, C.G. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Schätztheorie | Wahrscheinlichkeitsrechnung | Theorie | Tail index | Bootstrap | Bias | Mean squared error |
Series: | Tinbergen Institute Discussion Paper ; 97-016/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 776830740 [GVK] hdl:10419/85747 [Handle] RePEc:dgr:uvatin:19970016 [RePEc] |
Source: |
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón, (1997)
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Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
Danielsson, J., (1997)
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Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
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