A Robust Estimator for the Tail Index of Pareto-Type Distributions

AuthID
 P-004-86J
4
Author(s)
Christmann, A
·
Hubert, M
Document Type
Article
Year published
2007
Published
in COMPUTATIONAL STATISTICS & DATA ANALYSIS, ISSN: 0167-9473
Volume: 51, Issue: 12, Pages: 6252-6268 (17)
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Publication Identifiers
Scopus: 2-s2.0-34547486890
Wos: WOS:000249316000062
Source Identifiers
ISSN: 0167-9473
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