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Journal of Statistical Planning and Inference

Volumn 136, Issue 3, 2006, Pages 705-729

Semiparametric lower bounds for tail index estimation

(3) Beirlant, Jan a Bouquiaux, Christel b Werker, Bas J M c

a UNIVERSITY OF LEUVEN (Belgium)

b UNIVERSITÉ LIBRE DE BRUXELLES (Belgium)

c TILBURG UNIVERSITY (Netherlands)

Author keywords

Extreme value theory; Local asymptotic normality; Pareto model; Weibull model

Indexed keywords

EID: 28044470283 PISSN: 03783758 EISSN: None Source Type: Journal
DOI: 10.1016/j.jspi.2004.08.018 Document Type: Article

Times cited : (24)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.