Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator

E. Haeusler, J. Segers

Research output: Working paperDiscussion paperOther research output

350 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator'. Together they form a unique fingerprint.

Mathematics

Keyphrases