A note on the asymptotic variance at optimal levels of a...

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

M. Ivette Gomes, Dinis Pestana, Frederico Caeiro
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Volume:
79
Year:
2009
Language:
english
Pages:
9
DOI:
10.1016/j.spl.2008.08.016
File:
PDF, 898 KB
english, 2009
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