On the tail index of a heavy tailed distribution (Q904090): Difference between revisions

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Latest revision as of 08:54, 11 July 2024

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On the tail index of a heavy tailed distribution
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    On the tail index of a heavy tailed distribution (English)
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    15 January 2016
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    confidence interval
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    coverage probability
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    empirical likelihood
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    tail index estimation
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    Edgeworth expansion
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