Jansen, D.W.

dutch library consortium estimator hill estimator dekker titles moment order order statistics downloaded statistic library dekker title consortium distribution dutch threshold estimators jansen sample simulation estimate ratio stock moments ratio estimator table student-t article method shape index parameter institute danielsson student-t distributions university table 3 casper g moment estimator return rotterdam alternative casper erm ii 1 ~ nomeiiisratio approach thc tail index 5 i t 20 order statistics ~# e !l t !x ratio enterprise research center novei esiiiiiatcii basid 37-41 mortimer street 2008 tallle i co ~iciiiional moment 1t 3 jh monte carlo experiment 2008 access details simpie esri ~natesof lowcr bias squarcd especialiy fcr values i ~npr ir iceland b department mke 1 ncrfnmm ir decimal piaces daniclssc ?n j ~ f 2 alternative moment estimator property ienns cii m methods publication details simulation resu !ts table 3. notice number francis informa ltd tail index estimators iiiii erasmus university rotterdams rhni iiie iiiii hi !! statistic freedom