Tail Index Regression

Journal of the American Statistical Association 2009 / 09 Vol. 104; Iss. 487

Tail Index Regression

Wang, Hansheng, Tsai, Chih-Ling
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Volume:
104
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1198/jasa.2009.tm08458
Date:
September, 2009
File:
PDF, 427 KB
english, 2009
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