Tail index and second-order parameters’ semi-parametric...

Journal of Statistical Computation and Simulation 2010 / 06 Vol. 80; Iss. 6

Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses

Gomes, M. Ivette, Rodrigues, Lígia Henriques, Pereira, Hugo, Pestana, Dinis
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Volume:
80
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949650902755178
Date:
June, 2010
File:
PDF, 422 KB
english, 2010
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