Semiparametric Lower Bounds for Tail Index Estimation

J. Beirlant, C. Bouquiaux, B.J.M. Werker

Research output: Working paperDiscussion paperOther research output

212 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages23
Volume2001-65
Publication statusPublished - 2001

Publication series

NameCentER Discussion Paper
Volume2001-65

Keywords

  • indexation
  • semiparametric estimation

Cite this

Beirlant, J., Bouquiaux, C., & Werker, B. J. M. (2001). Semiparametric Lower Bounds for Tail Index Estimation. (CentER Discussion Paper; Vol. 2001-65). Tilburg: Econometrics.
Beirlant, J. ; Bouquiaux, C. ; Werker, B.J.M. / Semiparametric Lower Bounds for Tail Index Estimation. Tilburg : Econometrics, 2001. (CentER Discussion Paper).
@techreport{5995733cc25b4adc982443182fee8c99,
title = "Semiparametric Lower Bounds for Tail Index Estimation",
keywords = "indexation, semiparametric estimation",
author = "J. Beirlant and C. Bouquiaux and B.J.M. Werker",
note = "Pagination: 23",
year = "2001",
language = "English",
volume = "2001-65",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",

}

Beirlant, J, Bouquiaux, C & Werker, BJM 2001 'Semiparametric Lower Bounds for Tail Index Estimation' CentER Discussion Paper, vol. 2001-65, Econometrics, Tilburg.

Semiparametric Lower Bounds for Tail Index Estimation. / Beirlant, J.; Bouquiaux, C.; Werker, B.J.M.

Tilburg : Econometrics, 2001. (CentER Discussion Paper; Vol. 2001-65).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Semiparametric Lower Bounds for Tail Index Estimation

AU - Beirlant, J.

AU - Bouquiaux, C.

AU - Werker, B.J.M.

N1 - Pagination: 23

PY - 2001

Y1 - 2001

KW - indexation

KW - semiparametric estimation

M3 - Discussion paper

VL - 2001-65

T3 - CentER Discussion Paper

BT - Semiparametric Lower Bounds for Tail Index Estimation

PB - Econometrics

CY - Tilburg

ER -

Beirlant J, Bouquiaux C, Werker BJM. Semiparametric Lower Bounds for Tail Index Estimation. Tilburg: Econometrics. 2001. (CentER Discussion Paper).