Semiparametric Lower Bounds for Tail Index Estimation

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

Research output: Working paperDiscussion paperOther research output

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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

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