An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index

Goedele Dierckx, Yuri Goegebeur, Armelle Guillou. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index. J. Multivariate Analysis, 121:70-86, 2013. [doi]

Abstract

Abstract is missing.