Estimation and inference about tail features with tail censored data
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Publication:2172008
DOI10.1016/J.JECONOM.2021.01.013OpenAlexW3169466517MaRDI QIDQ2172008FDOQ2172008
Authors: Yu-Long Wang, Zhijie Xiao 
Publication date: 14 September 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.09982
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Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cited In (1)
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