Optimal semiparametric inference for the tail index based on ratios of the largest extremes

Roger Gay, Don Poskitt

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)361 - 380
Number of pages20
JournalAustralian & New Zealand Journal of Statistics
Volume50
Issue number4
DOIs
Publication statusPublished - 2008

Cite this