Comparison of the several parameterized estimators for the positive extreme value index (Q5106857)

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scientific article; zbMATH DE number 7192005
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Comparison of the several parameterized estimators for the positive extreme value index
scientific article; zbMATH DE number 7192005

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    Comparison of the several parameterized estimators for the positive extreme value index (English)
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    22 April 2020
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    asymptotic normality
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    tail index estimation
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    parameterized estimators
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    regularly varying function
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