Change point test for tail index for dependent data

Moosup Kim and Sangyeol Lee ()

Metrika: International Journal for Theoretical and Applied Statistics, 2011, vol. 74, issue 3, 297-311

Keywords: Tail index; Regular variation; Hill’s estimator; Change point test (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s00184-010-0304-x

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