On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
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Latest revision as of 17:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail index estimation using a sample with missing observations |
scientific article |
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On tail index estimation using a sample with missing observations (English)
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5 July 2012
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missing observations
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extremal dependence
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near epoch dependence
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parameter estimation
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tail indices
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