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  1. Improved estimation of the extreme value index using related variables
    Author: Ahmed, Hanan; Einmahl, John H. J.
    Published: 16 July 2018
    Publisher:  CentER, Center for Economic Research, Tilburg

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37 (2018,25)
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Discussion paper / CentER, Center for Economic Research ; no. 2018, 025
    Subjects: Asymptotic normality; Heavy tail; Hill estimator; Tail dependence; Variance reduction
    Scope: 1 Online-Ressource (circa 15 Seiten), Illustrationen