Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
Year of publication: |
2014
|
---|---|
Authors: | Dierckx, Goedele ; Goegebeur, Yuri ; Guillou, Armelle |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 23.2014, 2, p. 330-355
|
Publisher: |
Springer |
Subject: | Pareto-type distribution | Tail index | Bias-correction | Density power divergence | Local estimation |
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