LINKING PARETO-TAIL KERNEL GOODNESS-OF-FIT STATISTICS WITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION

Date
2008
Authors
Goegebeur Y
Beirlant J
De Wet T
Journal Title
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Volume Title
Publisher
REVSTAT - Statistical Journal
Abstract
Description
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Ekonomiese En Bestuurswetenskappe
Statistiek & Aktuariele Wetenskap
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Citation