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Diverging Moments, Wavelets and non-parametric Tail Estimation

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https://hal.inria.fr/inria-00570606
Contributor : Paulo Gonçalves Connect in order to contact the contributor
Submitted on : Monday, February 28, 2011 - 5:10:34 PM
Last modification on : Saturday, September 11, 2021 - 3:17:56 AM

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  • HAL Id : inria-00570606, version 1

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Rudolf Riedi, Paulo Gonçalves. Diverging Moments, Wavelets and non-parametric Tail Estimation. Proceedings of Joint Statistical Meeting, Aug 2005, Minneapolis (MN), United States. ⟨inria-00570606⟩

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