Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents

No abstract is available for this paper.

• Publication year

  2007

• Venue

  Journal of Business & Economic Statistics

• Publication date

  2007-09-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1198/jbes.2009.06157
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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