Bias Reduction of a Tail Index Estimator Through an External Estimation of the Second-Order Parameter

AuthID
 P-000-7N2
3
Author(s)
Document Type
Article
Year published
2004
Published
in STATISTICS, ISSN: 0233-1888
Volume: 38, Issue: 6, Pages: 497-510 (14)
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Publication Identifiers
Scopus: 2-s2.0-10244232943
Wos: WOS:000225688400004
Source Identifiers
ISSN: 0233-1888
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