Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index

Hüsler, Jürg; Li, Deyuan (2008). Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index. Methodology and Computing in Applied Probability, 10(4), pp. 577-593. Heidelberg: Springer US; http://www.springer-ny.com 10.1007/s11009-007-9065-z

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Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Hüsler, Rudolf Jürg, Li, Deyuan

ISSN:

1387-5841

Publisher:

Springer US; http://www.springer-ny.com

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 15:22

Last Modified:

05 Dec 2022 14:25

Publisher DOI:

10.1007/s11009-007-9065-z

Web of Science ID:

000259573800006

BORIS DOI:

10.7892/boris.36888

URI:

https://boris.unibe.ch/id/eprint/36888 (FactScience: 206352)

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