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

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Revstat Statistical Journal
Volume	6
Pages (from-to)	51-69
ISSN	1645-6726
Publication status	Published - 2008

Cite this

@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 = "Instituto Nacional de Estatistica",

}