A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric estimator for the conditional tail index of Pareto-type distributions |
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A nonparametric estimator for the conditional tail index of Pareto-type distributions (English)
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28 February 2020
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tail index
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Pareto-type model
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nonparametric regression
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local likelihood
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asymptotic normality
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