Semiparametric Lower Bounds for Tail Index Estimation

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

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Name	CentER Discussion Paper
Volume	2001-65

Keywords

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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",

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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 -