Optimal confidence intervals for the tail index and high quantiles

A Ferreira, Casper de Vries

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages25
EditionDiscussion Paper Tinbergen Institute 2004-090/2
Publication statusPublished - 2004

Publication series

SeriesDiscussion Paper Tinbergen Institute
Volume2004-090/2

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