Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171)

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Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
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    Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (English)
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    28 April 2020
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    nonparametric estimation
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    location-scale function
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    tail-index
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    extreme-values
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    conditional quantile
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