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Statistics of extremes : Estimation and optimality

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  • Ferreira, A.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Ferreira, A., 2002. "Statistics of extremes : Estimation and optimality," Other publications TiSEM d20ada07-4fb3-4e89-aa2e-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d20ada07-4fb3-4e89-aa2e-f28be0273def
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/484024/ferreira.pdf
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    Cited by:

    1. Rooderkerk, R.P., 2007. "Optimizing product lines and assortments," Other publications TiSEM fa544b38-604e-410b-a5da-1, Tilburg University, School of Economics and Management.
    2. Cuntz, A. & Haeusler, E. & Segers, J.J.J., 2003. "Edgeworth Expansions for the Distribution Function of the Hill Estimator," Other publications TiSEM 345501c7-c622-4b04-8d27-9, Tilburg University, School of Economics and Management.
    3. Haeusler, E. & Segers, J., 2005. "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Other publications TiSEM e635c476-8fa8-4f16-8760-2, Tilburg University, School of Economics and Management.
    4. Bellemare, C., 2004. "Microeconometric essays on migration, trust and Satisfaction," Other publications TiSEM e1e9cd8e-64ac-45df-9611-6, Tilburg University, School of Economics and Management.
    5. Chvyrkov, O., 2004. "Top management teams of internationalizing firms : Demography, social processes and learning at the top," Other publications TiSEM 25b41423-7a7a-4b46-b14d-9, Tilburg University, School of Economics and Management.
    6. Novak, S.Y. & Beirlant, J., 2006. "The magnitude of a market crash can be predicted," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 453-462, February.
    7. Eiling, E., 2007. "Essays on International Finance and Asset Pricing," Other publications TiSEM 5f891179-600e-4965-a5eb-0, Tilburg University, School of Economics and Management.
    8. 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.
    9. Cuntz, A. & Haeusler, E. & Segers, J.J.J., 2003. "Edgeworth Expansions for the Distribution Function of the Hill Estimator," Discussion Paper 2003-8, Tilburg University, Center for Economic Research.

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