A simple generalisation of the Hill estimator (Q130015)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple generalisation of the Hill estimator |
scientific article |
Statements
57
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1
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518-535
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January 2013
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29 June 2017
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A simple generalisation of the Hill estimator (English)
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bias estimation
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bootstrap methodology
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heavy tails
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optimal levels
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semi-parametric estimation
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statistics of extremes
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