Estimation of a tail index based on minimum density power divergence

Journal of Multivariate Analysis

Volumn 99, Issue 10, 2008, Pages 2453-2471

  Kim, Moosup ^a   Lee, Sangyeol ^a  

^a Seoul National University   (South Korea)

Author keywords

62F12; 62M10; Minimum density power divergence estimator; Outliers; Robustness; Strong mixing processes; Tail index

Indexed keywords

EID: 54049109299     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.031     Document Type: Article

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