Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses
M. Ivette Gomes, Laurens De Haan, Lígia Henriques RodriguesVolume:
70
Year:
2008
Language:
english
DOI:
10.1111/j.1467-9868.2007.00620.x
File:
PDF, 1.34 MB
english, 2008