OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES.
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| Title: | OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES. |
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| Authors: | Gay, R.1, Poskitt, D. S.1 don.poskitt@buseco.monash.edu.au |
| Source: | Australian & New Zealand Journal of Statistics. Dec2008, Vol. 50 Issue 4, p361-380. 20p. 3 Charts, 4 Graphs. |
| Database: | Academic Search Ultimate |
| ISSN: | 13691473 |
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| DOI: | 10.1111/j.1467-842X.2008.00523.x |
