A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of asymptotically unbiased semi-parametric estimators of the tail index. |
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A class of asymptotically unbiased semi-parametric estimators of the tail index. (English)
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18 May 2003
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extremes
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finite sample behavior
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Student models
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robustness
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simulations
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