Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses

AuthID
 P-004-3ZR
3
Author(s)
Document Type
Article
Year published
2008
Published
in JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, ISSN: 1369-7412
Volume: 70, Issue: 1, Pages: 31-52 (22)
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Publication Identifiers
Scopus: 2-s2.0-37849040464
Wos: WOS:000252122500003
Source Identifiers
ISSN: 1369-7412
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