A nonparametric estimator for the conditional tail index of Pareto-type distributions.
Saved in:
| 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 |
|
Full text is not displayed to guests.
Login for full access.
|
|
Be the first to leave a comment!
