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Estimates of the Tail Index Based on Nonparametric Tests

  • Jurečková J
  • Picek J
Birkhäuser Basel, (2004), 141-152
DOI: 10.1007/978-3-0348-7958-3_13
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Jurečková, J., & Picek, J. (2004). Estimates of the Tail Index Based on Nonparametric Tests. In Theory and Applications of Recent Robust Methods (pp. 141–152). Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-7958-3_13

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