Confidence Intervals for the Tail Index

Bernoulli 2001 / 10 Vol. 7; Iss. 5

Confidence Intervals for the Tail Index

Shihong Cheng and Liang Peng
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Volume:
7
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318540
Date:
October, 2001
File:
PDF, 674 KB
english, 2001
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