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scientific article; zbMATH DE number 1301882
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scientific article; zbMATH DE number 1301882

    Statements

    author
    Michel M. Dacorogna
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    Ulrich A. Müller
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    Olivier V. Pictet
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    publication date
    3 October 2000
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    zbMATH Keywords
    tail index estimation
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    Hill estimator
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    jackknife
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    Identifiers

    Mathematics Subject Classification ID
    62G09
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    62G32
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    65C05
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    zbMATH DE Number
    1301882
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