Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators

Caeiro, Frederico ; Gomes, M. Ivette Caeiro, Frederico ; Braumann, Carlos A. ; Natário, Isabel ; Lita da Silva, João

Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, p.83-91

Berlin, Heidelberg: Springer Berlin Heidelberg

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