Estimation of a tail index based on minimum density power divergence (Q957324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a tail index based on minimum density power divergence |
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Estimation of a tail index based on minimum density power divergence (English)
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27 November 2008
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tail index
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minimum density power divergence estimator
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robustness
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outliers
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strong mixing processes
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