A tail bootstrap procedure for estimating the tail Pareto-index

Journal of Statistical Planning and Inference

Volumn 71, Issue 1-2, 1998, Pages 245-260

  Bacro, J N ^a   Brito, M ^b  

^a AGROPARISTECH   (France)

^b UNIVERSITY OF PORTO   (Portugal)

Author keywords

62F12; Bootstrap; Order statistics; Parameter estimation; Primary 62G05; Regular variation; Secondary 62G30

Indexed keywords

EID: 0040685888     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00011-1     Document Type: Article

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