A heuristic adaptive choice of the threshold for bias-corrected Hill estimators
Ivette Gomes, M., Rodrigues, Lígia, Vandewalle, Björn, Viseu, ClaraVolume:
78
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/10629360600954000
Date:
February, 2008
File:
PDF, 1.92 MB
english, 2008