Confidence intervals for a tail index estimator

Novak, Serguei ORCID: https://orcid.org/0000-0001-7929-7641 (2000) Confidence intervals for a tail index estimator. In: Measuring risk in complex stochastic systems. Franke, Jurgen, Stahl, Gerhard and Hardle, Wolfgang, eds. Lecture notes in statistics, 147 (147) . Springer, London, pp. 215-222. ISBN 9780387989969. [Book Section] (doi:10.1007/978-1-4612-1214-0_14)

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: 06 Dec 2016 15:19
URI: https://eprints.mdx.ac.uk/id/eprint/1711

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