Double-thresholded estimator of extreme value index
Work
Year: 2003
Type: article
Source: Comptes Rendus Mathématique
Author Laurent Gardès
Institution Université de Montpellier
Cites: 12
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: green