A class of asymptotically unbiased semi-parametric estimators of the tail index

Test

Volumn 11, Issue 2, 2002, Pages 345-364

  Caeiro, Frederico ^a   Ivette Gomes, M ^b  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Semi parametric estimation; Statistical theory of extremes

Indexed keywords

EID: 0036988120     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595711     Document Type: Article

References (16)

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