A nonparametric estimator for the conditional tail index of...

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A nonparametric estimator for the conditional tail index of Pareto-type distributions

Ma, Yaolan, Wei, Bo, Huang, Wei
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Journal:
Metrika
DOI:
10.1007/s00184-019-00723-8
Date:
July, 2019
File:
PDF, 694 KB
2019
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