Tail Index Estimation for Heavy Tails: Accommodation of Bias in the Excesses over a High Threshold

AuthID
 P-003-WFZ
2
Author(s)
Document Type
Article
Year published
2008
Published
in EXTREMES, ISSN: 1386-1999
Volume: 11, Issue: 3, Pages: 303-328 (26)
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Publication Identifiers
SCOPUS: 2-s2.0-49249111136
Wos: WOS:000207592200005
Source Identifiers
ISSN: 1386-1999
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