Procedure of test to compare the tail indices
Year of publication: |
2010
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Authors: | Soh, Pek-hooi ; Wong, Poh-kam |
Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 62.2010, 2, p. 383-413
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