Refined Pickands estimators of the extreme value index (Q1922380): Difference between revisions

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scientific article
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Refined Pickands estimators of the extreme value index
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    Refined Pickands estimators of the extreme value index (English)
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    23 March 1998
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    extreme value index
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    tail index
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    Pickands process
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    robustness
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    moment estimator
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    asymptotic normality
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    refined Pickands estimator
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