On the Bootstrap Accuracy of the Pareto Index

Statistics and Risk Modeling

Volumn 18, Issue 3, 2000, Pages 275-290

  El Nouty, Charles ^a   Guillou, Armelle ^b  

^a 185 bvd Vincent Auriol ^*  (France)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Bootstrap; empirical processes; Pareto index

Indexed keywords

EID: 40749105695     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.2000.18.3.275     Document Type: Article

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