Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Year of publication: |
2011
|
---|---|
Authors: | Gabaix, Xavier ; Ibragimov, Rustam Ju. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 1, p. 24-39
|
Subject: | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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