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

Yuri Goegebeur, Armelle Guillou, Goedele Dierckx

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalTest
Volume23
Issue number2
Pages (from-to)330-355
ISSN1133-0686
DOIs
Publication statusPublished - 2014

Cite this

Goegebeur, Yuri ; Guillou, Armelle ; Dierckx, Goedele. / Local robust and asymptotically unbiased estimation of conditional Pareto-type tails. In: Test. 2014 ; Vol. 23, No. 2. pp. 330-355.
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year = "2014",
doi = "10.1007/s11749-013-0350-6",
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Local robust and asymptotically unbiased estimation of conditional Pareto-type tails. / Goegebeur, Yuri; Guillou, Armelle; Dierckx, Goedele.

In: Test, Vol. 23, No. 2, 2014, p. 330-355.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Local robust and asymptotically unbiased estimation of conditional Pareto-type tails

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Dierckx, Goedele

PY - 2014

Y1 - 2014

U2 - 10.1007/s11749-013-0350-6

DO - 10.1007/s11749-013-0350-6

M3 - Journal article

VL - 23

SP - 330

EP - 355

JO - Test

JF - Test

SN - 1133-0686

IS - 2

ER -