Multivariate Hill Estimators
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Publication:6064653
DOI10.1111/insr.12120OpenAlexW2965810905MaRDI QIDQ6064653
David Veredas, Yves Dominicy, Pauliina Ilmonen
Publication date: 10 November 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/insr.12120
Related Items (4)
Editorial: Nonlinear financial econometrics JoE special issue introduction ⋮ Flexible multivariate Hill estimators ⋮ On multivariate separating Hill estimator under estimated location and scatter ⋮ Optimal tests for elliptical symmetry: specified and unspecified location
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