Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864): Difference between revisions

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Weak limiting behaviour of a simple tail Pareto-index estimator
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    Weak limiting behaviour of a simple tail Pareto-index estimator (English)
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    23 May 1995
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    Pareto distribution
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    order statistics
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    weak asymptotic properties
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    estimator of the exponent
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    regularly varying upper tail
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