Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses

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Publication:3631443

DOI10.1111/j.1467-9868.2007.00620.xzbMath1400.62318OpenAlexW2086399371MaRDI QIDQ3631443

Lígia Henriques-Rodrigues, M. Ivette Gomes, Laurens De Haan

Publication date: 10 June 2009

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00620.x




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