Partially smooth tail-index estimation for small samples (Q2513368): Difference between revisions
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scientific article
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English | Partially smooth tail-index estimation for small samples |
scientific article |
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Partially smooth tail-index estimation for small samples (English)
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28 January 2015
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tail-index estimation
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small-sample performance
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monotone density estimation
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probability weighted moments
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L-moments
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extreme-value theory
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