Tail product-limit process for truncated data with application to extreme value index estimation (Q291405)

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Tail product-limit process for truncated data with application to extreme value index estimation
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    Tail product-limit process for truncated data with application to extreme value index estimation (English)
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    7 June 2016
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    empirical process
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    tail product-limit process
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    weighted Gaussian approximation
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    extreme value index
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    heavy tails
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    high quantiles
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    Hill estimator
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    Lynden-Bell estimator
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    random truncation
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