Now showing items 2-2 of 2

    • Tail Inference: where does the tail begin? 

      Nguyen, Tilo; Samorodnitsky, Gennady (2011-03-31)
      The quality of estimation of tail parameters, such as tail index in the univariate case, or the spectral measure in the multivariate case, depends crucially on the part of the sample included in the estimation. A ...