Penultimate Approximation for Hill's Estimator (Q2771559)

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Penultimate Approximation for Hill's Estimator
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    title
    Penultimate Approximation for Hill's Estimator (English)
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    publication date
    17 February 2002
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    zbMATH DE Number
    1705800
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    zbMATH Keywords
    asymptotic expansions
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    tail index
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    heavy-tailed distributions
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    author
    Shi Hong Cheng
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    Laurens De Haan
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