Dual divergence estimators of the tail index
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Publication:1952682
DOI10.5402/2012/746203zbMath1398.62120WikidataQ58692217 ScholiaQ58692217MaRDI QIDQ1952682
Mohamed Cherfi, Salim Bouzebda
Publication date: 3 June 2013
Published in: ISRN Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5402/2012/746203
62G35: Nonparametric robustness
62G05: Nonparametric estimation
62G32: Statistics of extreme values; tail inference
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Cites Work
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