An estimator for the extreme-value index (Q4337148): Difference between revisions

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scientific article; zbMATH DE number 1010761
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An estimator for the extreme-value index
scientific article; zbMATH DE number 1010761

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    An estimator for the extreme-value index (English)
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    11 November 1997
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    tail empirical process
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    extreme value index
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    parameter estimation
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    simulation
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