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~institution:"Tilburg University, Center for Economic Research"
~person:"Haeusler, E."
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Edgeworth expansions
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asymptotic normality
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confidence intervals
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Haeusler, E.
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Assessing
Confidence
Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator
Haeusler, E.
;
Segers, J.
-
Tilburg University, Center for Economic Research
-
2005
AMS classifications: 62G20, 62G32;
Persistent link: https://www.econbiz.de/10011092212
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