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A robust estimator for the tail index of Pareto-type distributions

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  • Vandewalle, B.
  • Beirlant, J.
  • Christmann, A.
  • Hubert, M.

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Suggested Citation

  • 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.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6252-6268
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    References listed on IDEAS

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    1. Vytaras Brazauskas & Robert Serfling, 2000. "Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution," North American Actuarial Journal, Taylor & Francis Journals, vol. 4(4), pages 12-27.
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