On the estimation of the variability in the distribution tail (Q2074679)

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scientific article; zbMATH DE number 7471958
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    On the estimation of the variability in the distribution tail
    scientific article; zbMATH DE number 7471958

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      On the estimation of the variability in the distribution tail (English)
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      10 February 2022
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      Gini functional
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      risk measure
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      variability measure
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      distribution tail
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      extreme-value theory
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