# A robust estimator for the tail index of Pareto-type distributions

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/a-robust-estimator-for-the-tail-index-of-pareto-type-distributions/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Björn Vandewalle,Jan Beirlant,Andreas Christmann,Mia Hubert |
| Citations | 84 |
| DOI | 10.1016/j.csda.2007.01.003 |
| Fields | Decision Sciences,Economics, Econometrics and Finance,Environmental Science |
| Open Access | true |
| OA Status | green |
| OA URL | https://lirias.kuleuven.be/handle/20.500.12942/710377 |
| OpenAlex ID | https://openalex.org/W2169986006 |
| Type | article |
| Year | 2007 |

## Paper authors

- [Björn Vandewalle](https://scholariq.org/researchers/bjorn-vandewalle/)

## Paper primary topic

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Hydrology and Drought Analysis](https://scholariq.org/topics/hydrology-and-drought-analysis/)
- [Probabilistic and Robust Engineering Design](https://scholariq.org/topics/probabilistic-and-robust-engineering-design/)

---
Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.