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Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
AuthID
P-00F-KZ4
4
Author(s)
Danielsson, J
·
De Haan, L
·
Peng, L
·
De Vries, CG
Document Type
Article
Year published
2001
Published
in
Journal of Multivariate Analysis,
ISSN: 0047-259X
Volume: 76, Issue: 2, Pages: 226-248
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Publication Identifiers
DOI
:
10.1006/jmva.2000.1903
Scopus
: 2-s2.0-0000044433
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ISSN
: 0047-259X
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