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Tail Index Estimation and an Exponential Regression Model
Home
Publications
Tail Index Estimation and an Exponential Regression Model
Tail Index Estimation and an Exponential Regression Model
JB
J. Beirlant
J. Beirlant
GD
G. Dierckx
G. Dierckx
YG
Y. Goegebeur
Y. Goegebeur
GM
G. Matthys
G. Matthys
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1 January 1999
journal article
Published by
Springer Nature
in
Extremes
Vol. 2
(2)
,
177-200
https://doi.org/10.1023/a:1009975020370
Abstract
No abstract available
Keywords
ADAPTIVE
BIAS
MAXIMUM LIKELIHOOD
LIKELIHOOD ESTIMATOR
PARETO
BEHAVIOR
ESTIMATION
REGRESSION MODEL
Cited by 190 articles