The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The harmonic moment tail index estimator: asymptotic distribution and robustness |
scientific article |
Statements
The harmonic moment tail index estimator: asymptotic distribution and robustness (English)
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17 February 2014
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regularly varying tail
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Hill estimator
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robustness
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