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

Published 2009 View Full Article

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Title
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 29, Issue 1, Pages 24-39
Publisher
Informa UK Limited
Online
2009-10-19
DOI
10.1198/jbes.2009.06157

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