Improved estimation of the extreme value index using related variables (Q2283048)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of the extreme value index using related variables |
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Improved estimation of the extreme value index using related variables (English)
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27 December 2019
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asymptotic normality
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heavy tail
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Hill estimator
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tail dependence
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variance reduction
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