Smoothed semi-parametric tail index estimation

Samuel Müller, K. Rufibach

Research output: Book/ReportOther reportpeer-review

Original languageEnglish
PublisherUniversity of Bern
Number of pages20
Publication statusPublished - 2006
Externally publishedYes

Publication series

NameInstitute of Mathematical Statistics and Actuarial Science - Technical Reports
Volume58

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