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