Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator

E. Haeusler, J.J.J. Segers

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)175-194
JournalBernoulli
Volume13
Issue number1
Publication statusPublished - 2007

Cite this

Haeusler, E. ; Segers, J.J.J. / Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator. In: Bernoulli. 2007 ; Vol. 13, No. 1. pp. 175-194.
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title = "Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator",
author = "E. Haeusler and J.J.J. Segers",
note = "Appeared earlier as CentER DP 2005-129",
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language = "English",
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pages = "175--194",
journal = "Bernoulli",
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Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator. / Haeusler, E.; Segers, J.J.J.

In: Bernoulli, Vol. 13, No. 1, 2007, p. 175-194.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator

AU - Haeusler, E.

AU - Segers, J.J.J.

N1 - Appeared earlier as CentER DP 2005-129

PY - 2007

Y1 - 2007

M3 - Article

VL - 13

SP - 175

EP - 194

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 1

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