Estimation of a tail index based on minimum density power divergence

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Publication:957324

DOI10.1016/J.JMVA.2008.02.031zbMath1151.62321OpenAlexW2032078650MaRDI QIDQ957324

Moosup Kim, Sangyeol Lee

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.031




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