Estimation of the conditional tail index using a smoothed local Hill estimator

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Source ISSN: 1386-1999
Author Gardes, Laurent, Stupfler, Gilles
Maintainer CCSD
Last Updated May 13, 2026, 19:14 (UTC)
Created May 13, 2026, 19:14 (UTC)
Identifier hal-00739454
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut de Recherche Mathématique Avancée (IRMA) ; Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS)
creator Gardes, Laurent
date 2014-05-13T00:00:00
harvest_object_id c583a2da-0c52-4c72-b821-963380324a42
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-06-04T00:00:00
set_spec type:ART