Tail index estimation based on survey data

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https://hal.telecom-paristech.fr/hal-02107422
Contributor : Stephan Clémençon <>
Submitted on : Tuesday, April 23, 2019 - 4:26:27 PM
Last modification on : Friday, October 18, 2019 - 1:32:35 AM

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Patrice Bertail, Emilie Chautru, Stéphan Clémençon. Tail index estimation based on survey data. ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.28-59. ⟨10.1051/ps/2014011⟩. ⟨hal-02107422⟩

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