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) |
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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) |