On the favorable estimation for fitting heavy tailed data
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 25 (2010)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=120306
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- Marco Moscadelli, 2004. "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers) 517, Bank of Italy, Economic Research and International Relations Area.
- Vandewalle, B. & Beirlant, J. & Christmann, A. & Hubert, M., 2007. "A robust estimator for the tail index of Pareto-type distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6252-6268, August.
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