A new estimator for a tail index.

Paulauskas, V. . Acta Applicandae Mathematicae 2003. 79 (1-2) :55-67

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Bibtex

@article{CIS-206266,
  Author = {Paulauskas, V.},
  Title = {A new estimator for a tail index.},
  Journal = {Acta Applicandae Mathematicae},
  Volume = {79},
  Number = {1-2},
  Year = {2003},
  Pages = {55--67},
  Keywords = {Estimation, Point estimation, asymptotic properties of parametric estimators}
}

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