Confidence intervals for a tail index estimator.

Novak, Serguei (2000) Confidence intervals for a tail index estimator. In: Measuring risk in complex stochastic systems. Franke, Jurgen and Hardle, Wolfgang and Stahl, Gerhard, eds. Lecture notes in statistics (147). Springer, London, pp. 229-236. ISBN 038798996X

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Item Type: Book Section
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 1711
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Depositing User: Repository team
Date Deposited: 25 Mar 2009 12:28
Last Modified: 15 Feb 2016 15:06
URI: http://eprints.mdx.ac.uk/id/eprint/1711

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