Asymptotic properties of generalized DPR statistic (Q392996)

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Asymptotic properties of generalized DPR statistic
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    Asymptotic properties of generalized DPR statistic (English)
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    15 January 2014
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    asymptotic normality
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    DPR estimator
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    Hill estimator
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    Pickands estimator
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    mean-squared error
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    tail index
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