A prediction error criterion for choosing the lower quantile in Pareto index estimation
by Debbie J. Dupuis and Maria-Pia Victoria-Feser
| Year of publication: |
2003
|
|---|---|
| Authors: | Dupuis, Debbie J. ; Victoria-Feser, Maria-Pia |
| Publisher: |
Geneve : Univ., Ecole des Hautes Etudes Commerciales |
| Subject: | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Extent: | 32 Bl graph. Darst |
|---|---|
| Series: | Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève. - Genève, ZDB-ID 2205685-3. - Vol. 2003.19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.hec.unige.ch/recherches_publications/cahiers/2003/2003.19.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001807622