"A robust estimator for the tail index of Pareto-type distributions."

B. Vandewalle et al. (2007)

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DOI: 10.1016/J.CSDA.2007.01.003

access: closed

type: Journal Article

metadata version: 2021-10-14

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B. Vandewalle, Jan Beirlant, Andreas Christmann, Mia Hubert:
A robust estimator for the tail index of Pareto-type distributions. Comput. Stat. Data Anal. 51(12): 6252-6268 (2007)

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