Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple tail index estimation for dependent and heterogeneous data with missing values |
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Simple tail index estimation for dependent and heterogeneous data with missing values (English)
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28 February 2019
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consistency
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missing observations
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extremal dependence
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regular variation
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tail indices
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heavy-tailed distributions
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