The method of moments ratio estimator for the tail shape parameter

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Publication:4337152


DOI10.1080/03610929608831727zbMath0875.62106OpenAlexW2130560155MaRDI QIDQ4337152

Dennis W. Jansen, Jón Daníelsson, Casper G. de Vries

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/12408



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