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A nonparametric estimator for the conditional tail index of Pareto-type distributions.

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Title: A nonparametric estimator for the conditional tail index of Pareto-type distributions.
Authors: Ma, Yaolan1 (AUTHOR), Wei, Bo1 (AUTHOR), Huang, Wei2 (AUTHOR) hwmath2003@zju.edu.cn
Source: Metrika. Jan2020, Vol. 83 Issue 1, p17-44. 28p.
Database: Mathematics Source
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Header DbId: msf
DbLabel: Mathematics Source
An: 141318340
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  Data: A nonparametric estimator for the conditional tail index of Pareto-type distributions.
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  Data: <searchLink fieldCode="AR" term="%22Ma%2C+Yaolan%22">Ma, Yaolan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wei%2C+Bo%22">Wei, Bo</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Huang%2C+Wei%22">Huang, Wei</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> hwmath2003@zju.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Metrika%22">Metrika</searchLink>. Jan2020, Vol. 83 Issue 1, p17-44. 28p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=141318340
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        Value: 10.1007/s00184-019-00723-8
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      – Code: eng
        Text: English
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      – TitleFull: A nonparametric estimator for the conditional tail index of Pareto-type distributions.
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            NameFull: Ma, Yaolan
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            NameFull: Wei, Bo
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              Text: Jan2020
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