Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363): Difference between revisions

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+Excess functions and estimation of the extreme-value index
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+Tail index estimation and an exponential regression model
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+Estimation of the extreme-value index and generalized quantile plots
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+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Comparison of tail index estimators
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