Estimation of the tail index in the max-aggregation scheme (Q1943761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the tail index in the max-aggregation scheme |
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Estimation of the tail index in the max-aggregation scheme (English)
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21 March 2013
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asymptotic normality
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Hill estimator
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mean-squared error
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tail index
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