On uniform confidence intervals for the tail index and the extreme quantile
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Publication:6664639
DOI10.1016/J.JECONOM.2024.105865MaRDI QIDQ6664639FDOQ6664639
Authors: Yuya Sasaki, Yu-Long Wang
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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