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Linking Pareto-tail Kernel Goodness-of-fit Statistics With Tail Index At Optimal Threshold and Second Order Estimation

Bibliographic reference Goegebeur, Yuri ; Beirlant, Jan ; de Wet, Tertius. Linking Pareto-tail Kernel Goodness-of-fit Statistics With Tail Index At Optimal Threshold and Second Order Estimation.56th Session of the International-Statistical-Institute (Lisbon(Portugal), Aug 22-29, 2007). In: Revstat Statistical Journal, Vol. 6, no. 1, p. 51 (2008)
Permanent URL http://hdl.handle.net/2078.1/58770