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]

Authors

Goedele Dierckx

This author has not been identified. Look up 'Goedele Dierckx' in Google

Yuri Goegebeur

This author has not been identified. Look up 'Yuri Goegebeur' in Google

Armelle Guillou

This author has not been identified. Look up 'Armelle Guillou' in Google