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Semiparametric Lower Bounds for Tail Index Estimation


  • Beirlant, J.
  • Bouquiaux, C.
  • Werker, B.J.M.

    (Tilburg University, Center For Economic Research)


No abstract is available for this item.

Suggested Citation

  • Beirlant, J. & Bouquiaux, C. & Werker, B.J.M., 2001. "Semiparametric Lower Bounds for Tail Index Estimation," Discussion Paper 2001-65, Tilburg University, Center for Economic Research.
  • Handle: RePEc:tiu:tiucen:5995733c-c25b-4adc-9824-43182fee8c99

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    Cited by:

    1. Haeusler, E. & Segers, J., 2005. "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Discussion Paper 2005-129, Tilburg University, Center for Economic Research.

    More about this item


    indexation; semiparametric estimation;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General


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