Refined Pickands estimators of the extreme value index (Q1922380)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined Pickands estimators of the extreme value index |
scientific article |
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Refined Pickands estimators of the extreme value index (English)
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23 March 1998
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extreme value index
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tail index
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Pickands process
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robustness
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moment estimator
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asymptotic normality
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refined Pickands estimator
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