Some nonparametric estimators of the conditional tail index - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2007
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hal-00847589 , version 1 (23-07-2013)

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  • HAL Id : hal-00847589 , version 1

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Laurent Gardes, Stéphane Girard. Some nonparametric estimators of the conditional tail index. 5th Conference on Extreme Value Analysis, EVA 2007, Jul 2007, Berne, Switzerland. ⟨hal-00847589⟩
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