Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
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- 1 February 2001
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 76 (2) , 226-248
- https://doi.org/10.1006/jmva.2000.1903
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This publication has 17 references indexed in Scilit:
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