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Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution

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  • Beirlant, J.
  • Joossens, E.
  • Segers, J.

    (Tilburg University, Center For Economic Research)

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  • Beirlant, J. & Joossens, E. & Segers, J., 2005. "Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution," Discussion Paper 2005-112, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:cfb08408-0775-4936-8f1f-b39ef7146cb4
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    References listed on IDEAS

    as
    1. L. De Haan & L. Peng, 1998. "Comparison of tail index estimators," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(1), pages 60-70, March.
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