Asymptotic normality of least-squares estimators of tail indices (Q1373202)

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Asymptotic normality of least-squares estimators of tail indices
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    Asymptotic normality of least-squares estimators of tail indices (English)
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    1997
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    asymptotic confidence intervals
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    asymptotic mean squared errors
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    least-squares estimators
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    tail index
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    universal asymptotic normality
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