Geodesic
Generalized jackknife semi-parametric estimators of the tail index.
Portugaliae mathematica, Tome 59 (2002) no. 4, pp. 393-408

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: extremes, semi-parametric estimation, generalized jackknife 
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     title = {Generalized jackknife semi-parametric estimators of the tail index.},
     journal = {Portugaliae mathematica},
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     publisher = {mathdoc},
     volume = {59},
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     year = {2002},
     zbl = {1020.62044},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PORMA_2002__59_4_50313/}
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Gomes, M.Ivette; Martins, M.João; Neves, Manuela. Generalized jackknife semi-parametric estimators of the tail index.. Portugaliae mathematica, Tome 59 (2002) no. 4, pp. 393-408. http://geodesic.mathdoc.fr/item/PORMA_2002__59_4_50313/