| dc.contributor.author | Politis, Dimitris Nicolas | en |
| dc.creator | Politis, Dimitris Nicolas | en |
| dc.date.accessioned | 2019-12-02T10:37:52Z | |
| dc.date.available | 2019-12-02T10:37:52Z | |
| dc.date.issued | 2002 | |
| dc.identifier.issn | 1631-073X | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57518 | |
| dc.description.abstract | A new approach on tail index estimation is proposed based on studying the in-sample evolution of appropriately chosen diverging statistics. The resulting estimators are simple to construct, and they can be generalized to address other rate estimation problems as well. © 2002 Académie des sciences/Éditions scientifiques et médicales Elsevier SAS. | en |
| dc.source | Comptes Rendus Mathematique | fr |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0038053130&doi=10.1016%2fS1631-073X%2802%2902450-0&partnerID=40&md5=d6d1b1ee6b3bc28ca0b9dc28bdd3251c | |
| dc.title | A new approach on estimation of the tail index | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/S1631-073X(02)02450-0 | |
| dc.description.volume | 335 | |
| dc.description.issue | 3 | |
| dc.description.startingpage | 279 | |
| dc.description.endingpage | 282 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :7</p> | en |
| dc.source.abbreviation | C.R.Math. | en |
