Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced-Bias Tail Index Estimators Under a Third-Order Framework |
scientific article |
Statements
Reduced-Bias Tail Index Estimators Under a Third-Order Framework (English)
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9 June 2009
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bias estimation
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heavy tails
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semi-parametric estimation
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statistics of extremes
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