Semiparametric lower bounds for tail-index estimation

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

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
Original languageEnglish
Pages (from-to)705-729
JournalJournal of Statistical Planning and Inference
Volume136
Issue number3
Publication statusPublished - 2006

Cite this