A robust estimator for the tail index of Pareto-type distributions - Concepedia

Concepedia

Publication | Open Access

A robust estimator for the tail index of Pareto-type distributions

DOI Full Paper Access

82

Citations

21

References

2007

Year

Björn Vandewalle, Jan Beirlant, Andreas Christmann, Mia Hubert

Computational Statistics & Data Analysis

EconomicsDensity EstimationEngineeringRobust StatisticBusinessEconometricsStatistical InferenceMathematical StatisticEstimation TheoryStatisticsTail IndexSemi-nonparametric Estimation

References

	Year	Citations

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