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 Edit this on Wikidata


Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)








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