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

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

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