# A Robust Estimator of the Tail Index Based on an Exponential Regression Model

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/a-robust-estimator-of-the-tail-index-based-on-an-exponential-regression-model/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Björn Vandewalle,Jan Beirlant,Mia Hubert |
| Citations | 23 |
| DOI | 10.1007/978-3-0348-7958-3_32 |
| Fields | Economics, Econometrics and Finance,Environmental Science,Mathematics |
| Open Access | false |
| OA Status | closed |
| OpenAlex ID | https://openalex.org/W177374722 |
| Type | book-chapter |
| Year | 2004 |

## Paper authors

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

## Paper journal

- [Birkhäuser Basel eBooks](https://scholariq.org/journals/birkhauser-basel-ebooks/)

## Paper primary topic

- [Advanced Statistical Methods and Models](https://scholariq.org/topics/advanced-statistical-methods-and-models/)

## Paper topics

- [Advanced Statistical Methods and Models](https://scholariq.org/topics/advanced-statistical-methods-and-models/)
- [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/)

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