TY - GEN
AU - Ahmed, Hanan
AU - Einmahl, John H. J.
TI - Improved estimation of the extreme value index using related variables
PB - CentER, Center for Economic Research
KW - Asymptotic normality
KW - Heavy tail
KW - Hill estimator
KW - Tail dependence
KW - Variance reduction
KW - Graue Literatur
PY - 16 July 2018
BT - Discussion paper / CentER, Center for Economic Research ; no. 2018, 025
CY - Tilburg
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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