Local robust and asymptotically unbiased estimation of conditional Pareto-type tails

Goedele Dierckx, Yuri Goegebeur, Armelle Guillou

Research output: Working paper › Research › peer-review

Cite this

@techreport{43434de844d94369aa3cf7536c768d9e,

title = "Local robust and asymptotically unbiased estimation of conditional Pareto-type tails",

author = "Goedele Dierckx and Yuri Goegebeur and Armelle Guillou",

year = "2012",

language = "English",

pages = "330--355",

publisher = "Springer",

address = "Germany",

type = "WorkingPaper",

institution = "Springer",

}