Approximation of the Hill estimator process (Q1273016)

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Approximation of the Hill estimator process
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    title
    Approximation of the Hill estimator process (English)
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    publication date
    2 December 1998
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    zbMATH DE Number
    1228694
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    zbMATH Keywords
    Hill estimator
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    Karamata representation
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    Wiener process approximation
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    author
    Edgar Kaufmann
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    Rolf-Dieter Reiss
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