A simple generalisation of the Hill estimator (Q130015)

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A simple generalisation of the Hill estimator
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    57
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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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