Tail index regression
Hansheng Wang and Chih-Ling Tsai
| Year of publication: |
2009
|
|---|---|
| Authors: | Wang, Hansheng ; Tsai, Chih-ling |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 487, p. 1233-1240
|
| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Index | Index number | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003902865