Tail Index Estimation for Heavy-Tailed Models:...

Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008 Vol. 70; Iss. 1

Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses

M. Ivette Gomes, Laurens de Haan and Lígia Henriques Rodrigues
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
70
Year:
2008
Language:
english
Journal:
Journal of the Royal Statistical Society. Series B (Statistical Methodology)
DOI:
10.2307/20203810
File:
PDF, 2.74 MB
english, 2008
Conversion to is in progress
Conversion to is failed