Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

AuthID
 P-00F-KZ4
4
Author(s)
Danielsson, J
·
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
Scopus: 2-s2.0-0000044433
Source Identifiers
ISSN: 0047-259X
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