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

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	361 - 380
Number of pages	20
Journal	Australian & New Zealand Journal of Statistics
Volume	50
Issue number	4
DOIs	https://doi.org/10.1111/j.1467-842X.2008.00523.x
Publication status	Published - 2008

Access to Document

@article{d677f890e5ec4b4aba14461a44efa308,

title = "Optimal semiparametric inference for the tail index based on ratios of the largest extremes",

author = "Roger Gay and Don Poskitt",

year = "2008",

doi = "10.1111/j.1467-842X.2008.00523.x",

language = "English",

volume = "50",

pages = "361 -- 380",

journal = "Australian & New Zealand Journal of Statistics",

issn = "1369-1473",

publisher = "Wiley-Blackwell",

number = "4",

}

TY - JOUR

T1 - Optimal semiparametric inference for the tail index based on ratios of the largest extremes

AU - Gay, Roger

AU - Poskitt, Don

PY - 2008

Y1 - 2008

UR - http://dx.doi.org/10.1111/j.1467-842X.2008.00523.x

U2 - 10.1111/j.1467-842X.2008.00523.x

DO - 10.1111/j.1467-842X.2008.00523.x

M3 - Article

VL - 50

SP - 361

EP - 380

JO - Australian & New Zealand Journal of Statistics

JF - Australian & New Zealand Journal of Statistics

SN - 1369-1473

IS - 4

ER -