Estimation of distribution tails —a semiparametric approach-Reference-Cited by-同舟云学术

Estimation of distribution tails —a semiparametric approach

Published:1993-10 Issue:2 Volume:21 Page:213-235
ISSN:0012-0200
Container-title:Blätter der DGVFM
language:en
Short-container-title:Blätter DGVFM

Author:

Klüppelberg Claudia,Villaseñor José A.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Link

http://link.springer.com/content/pdf/10.1007/BF02809405.pdf

Reference37 articles.

1. Barndorff-Nielsen, O. E. andCox, D. R. (1989): Asymptotic Techniques for Use in Statistics. Chapman and Hall, London.

2. Beirlant, J. andTeugels, J. L. (1992): Modeling large claims in non-life insurance. Insurance: Math. and Econom.11, 17–29.

3. Bingham, N. H., Goldie, C. M. andTeugels, J. (1987): Regular Variation. Encyclopedia of Mathematics and Its Applications, Vol. 27. Cambridge University Press.

4. Broniatowski, M. (1990): On the estimation of the Weibull tail coefficient. Preprint.

5. Csörgö, S. andMason, D. M. (1985): Central limit theorems for sums of extreme values. Math. Proc. Camb. Phil. Soc.98, 547–558.

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