Semiparametric Tail Index Regression

Semiparametric Tail Index Regression

10.1080/07350015.2020.1775616

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Bibliographic Details
Main Authors: Rui Li, Chenlei Leng, Jinhong You
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: Taylor & Francis 2022
Online Access:https://scholarbank.nus.edu.sg/handle/10635/214921
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Institution: National University of Singapore
id sg-nus-scholar.10635-214921
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spelling sg-nus-scholar.10635-2149212024-04-03T05:47:04Z Semiparametric Tail Index Regression Rui Li Chenlei Leng Jinhong You STATISTICS & APPLIED PROBABILITY 10.1080/07350015.2020.1775616 Journal of Business & Economic Statistics 40 1 82-95 2022-02-07T07:23:20Z 2022-02-07T07:23:20Z 2020-07-01 Article Rui Li, Chenlei Leng, Jinhong You (2020-07-01). Semiparametric Tail Index Regression. Journal of Business & Economic Statistics 40 (1) : 82-95. ScholarBank@NUS Repository. https://doi.org/10.1080/07350015.2020.1775616 0735-0015 https://scholarbank.nus.edu.sg/handle/10635/214921 Taylor & Francis Taylor & Francis
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description 10.1080/07350015.2020.1775616
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Rui Li
Chenlei Leng
Jinhong You
format Article
author Rui Li
Chenlei Leng
Jinhong You
spellingShingle Rui Li
Chenlei Leng
Jinhong You
Semiparametric Tail Index Regression
author_sort Rui Li
title Semiparametric Tail Index Regression
title_short Semiparametric Tail Index Regression
title_full Semiparametric Tail Index Regression
title_fullStr Semiparametric Tail Index Regression
title_full_unstemmed Semiparametric Tail Index Regression
title_sort semiparametric tail index regression
publisher Taylor & Francis
publishDate 2022
url https://scholarbank.nus.edu.sg/handle/10635/214921
_version_ 1795301724494233600

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