Estimating the conditional tail index by integrating a kernel conditional quantile estimator
Estimating the conditional tail index by integrating a kernel conditional quantile estimator
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DOI:
10.1016/j.jspi.2012.01.011
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发表时间:
2012-06
影响因子:
0.9
通讯作者:
L. Gardes;A. Guillou;Antoine Schorgen
中科院分区:
文献类型:
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作者:
L. Gardes;A. Guillou;Antoine Schorgen