Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430): Difference between revisions
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Revision as of 14:05, 5 March 2024
scientific article
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English | Reduced-Bias Tail Index Estimators Under a Third-Order Framework |
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Reduced-Bias Tail Index Estimators Under a Third-Order Framework (English)
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9 June 2009
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bias estimation
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heavy tails
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semi-parametric estimation
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statistics of extremes
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