Confidence intervals for a tail index estimator

Book chapter

Novak, S. 2000. Confidence intervals for a tail index estimator. in: Franke, J., Stahl, G. and Hardle, W. (ed.) Measuring risk in complex stochastic systems London Springer.
Chapter titleConfidence intervals for a tail index estimator
AuthorsNovak, S.
Book titleMeasuring risk in complex stochastic systems
EditorsFranke, J., Stahl, G. and Hardle, W.
PublisherSpringer
Place of publicationLondon
SeriesLecture notes in statistics
ISBN
Hardcover9780387989969
Publication dates
Print2000
Publication process dates
Deposited25 Mar 2009
Output statusPublished
Digital Object Identifier (DOI)https://doi.org/10.1007/978-1-4612-1214-0_14
LanguageEnglish
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