A Heuristic Adaptive Choice of the Threshold for Bias-Corrected Hill Estimators

AuthID
 P-004-3YT
4
Author(s)
Document Type
Article
Year published
2008
Published
in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ISSN: 0094-9655
Volume: 78, Issue: 2, Pages: 133-150 (18)
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Publication Identifiers
SCOPUS: 2-s2.0-39449117370
Wos: WOS:000253266000004
Source Identifiers
ISSN: 0094-9655
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