Tail index estimation for heavy tails: accommodation of...

Extremes 2008 / 09 Vol. 11; Iss. 3

Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold

M. Ivette Gomes, Lígia Henriques Rodrigues
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Volume:
11
Language:
english
Pages:
26
DOI:
10.1007/s10687-008-0059-1
Date:
September, 2008
File:
PDF, 652 KB
english, 2008
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