Semiparametric lower bounds for tail-index estimation

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

Research output: Contribution to journal › Article › Scientific › peer-review

322 Downloads (Pure)

Original language	English
Pages (from-to)	705-729
Journal	Journal of Statistical Planning and Inference
Volume	136
Issue number	3
Publication status	Published - 2006

Access to Document

@article{4f43445572a74b68b972d75c78625737,

title = "Semiparametric lower bounds for tail-index estimation",

author = "J. Beirlant and C. Bouquiaux and B.J.M. Werker",

note = "DP 0165",

year = "2006",

language = "English",

volume = "136",

pages = "705--729",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier B.V.",

number = "3",

}