The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141): Difference between revisions

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Latest revision as of 08:15, 7 July 2024

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The harmonic moment tail index estimator: asymptotic distribution and robustness
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    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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