Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal Distributions
Year of publication: |
2003
|
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Authors: | Hernandez-Molinar, Raul ; Lefante, John |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Schätztheorie | Statistische Verteilung | Theorie |
Series: | SFB 373 Discussion Paper ; 2003,30 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 379257874 [GVK] hdl:10419/22245 [Handle] RePEc:zbw:sfb373:200330 [RePEc] |
Source: |
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