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

Yuri Goegebeur, Armelle Guillou, Goedele Dierckx

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

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@article{f311d62f0dbb4c6e8eca18248f2ad6c5,

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

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

year = "2014",

doi = "10.1007/s11749-013-0350-6",

language = "English",

volume = "23",

pages = "330--355",

journal = "Test",

issn = "1133-0686",

publisher = "Heinemann",

number = "2",

}