A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
M. Ivette Gomes, Dinis Pestana, Frederico CaeiroVolume:
79
Year:
2009
Language:
english
Pages:
9
DOI:
10.1016/j.spl.2008.08.016
File:
PDF, 898 KB
english, 2009