A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of unbiased location invariant Hill-type estimators for heavy tailed distributions |
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A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (English)
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24 May 2013
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asymptotic normality
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location invariant Hill-type heavy tailed index estimator
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second order regular variation
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