Kernel estimates of the tail index of a distribution (Q1073494)

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Kernel estimates of the tail index of a distribution
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    Kernel estimates of the tail index of a distribution (English)
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    1985
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    kernel estimates
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    tail index
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    Pareto distribution
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    order statistics
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    empirical processes
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    quantile process
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    regularly varying functions
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    convolution
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    asymptotic normality
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    consistency
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