The method of moments ratio estimator for the tail shape...

Communication in Statistics- Theory and Methods 1996 / 01 Vol. 25; Iss. 4

The method of moments ratio estimator for the tail shape parameter

Danielsson, Jon, Jansen, Dennis W., De vries, Casper G.
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Volume:
25
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610929608831727
Date:
January, 1996
File:
PDF, 387 KB
english, 1996
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