Kernel Estimates of the Tail Index of a Distribution

The Annals of Statistics 1985 / 09 Vol. 13; Iss. 3

Kernel Estimates of the Tail Index of a Distribution

Sandor Csorgo, Paul Deheuvels and David Mason
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Volume:
13
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/2241125
Date:
September, 1985
File:
PDF, 1.74 MB
english, 1985
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