A test procedure for detecting super-heavy tails

Journal of Statistical Planning and Inference

Volumn 139, Issue 2, 2009, Pages 213-227

  Alves, Isabel Fraga ^a   de Haan, Laurens ^b   Neves, Cláudia ^c  

^a Faculty of Sciences   (Portugal)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^c UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Estimation; Max domain of attraction; Regular variation theory; Test of hypothesis

Indexed keywords

EID: 55149085459     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.04.026     Document Type: Article

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