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