A bootstrap-based method to achieve optimality in estimating the extreme-value index

Gerrit Draisma, Laurens de Haan, L (Liang) Peng, TT Pereira

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages36
EditionEconometric Institute 2000-18/B
Publication statusPublished - 2000

Publication series

SeriesEconometric Institute
Volume2000-18/B

Research programs

  • EUR ESE 13

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