Local unbiased estimation of the tail index

Research output: Working paper › Research

Original language	English
Publisher	Department of Statistics and Actuarial Science, University of Stellenbosch
Number of pages	24
Publication status	Published - 2010

Cite this

@techreport{ed7dbd3046c011df937d000ea68e967b,

title = "Local unbiased estimation of the tail index",

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

year = "2010",

language = "English",

publisher = "Department of Statistics and Actuarial Science, University of Stellenbosch",

type = "WorkingPaper",

institution = "Department of Statistics and Actuarial Science, University of Stellenbosch",

}