Tail index estimation based on survey data

Author: Bertail Patrice   Chautru Emilie   Clémençon Stéphan  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|28-59

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-05, pp. : 28-59

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Abstract