Linking Pareto-tail kernel goodness-of-fit statistics with tail index estimation at optimal threshold and second order estimation

Yuri Goegebeur, Jan Beirlant, Tertius de Wet

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Revstat Statistical Journal
Vol/bind	6
Sider (fra-til)	51-69
ISSN	1645-6726
Status	Udgivet - 2008

SDU link

@article{def48ff02c2311dda26c000ea68e967b,

title = "Linking Pareto-tail kernel goodness-of-fit statistics with tail index estimation at optimal threshold and second order estimation",

author = "Yuri Goegebeur and Jan Beirlant and \{de Wet\}, Tertius",

year = "2008",

language = "English",

volume = "6",

pages = "51--69",

journal = "Revstat Statistical Journal",

issn = "1645-6726",

publisher = "National Statistical Institute",

}