Please use this identifier to cite or link to this item:
https://doi.org/10.1080/07350015.2020.1775616
Title: | Semiparametric Tail Index Regression | Authors: | Rui Li Chenlei Leng Jinhong You |
Issue Date: | 1-Jul-2020 | Publisher: | Taylor & Francis | Citation: | 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 | Source Title: | Journal of Business & Economic Statistics | URI: | https://scholarbank.nus.edu.sg/handle/10635/214921 | ISSN: | 0735-0015 | DOI: | 10.1080/07350015.2020.1775616 |
Appears in Collections: | Elements Staff Publications |
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10.108007350015.2020.1775616.zip | 2.11 MB | ZIP | OPEN | None | View/Download |
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