Asymptotically unbiased estimation of the second order tail parameter
Work
Year: 2011
Type: article
Source: Statistics & Probability Letters
Institutions Stellenbosch University, University of Southern Denmark
Cites: 16
Cited by: 12
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 87.4
Subfield: Finance
Domain: Social Sciences
Open Access status: closed