Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945)

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scientific article; zbMATH DE number 7098898
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    Revisiting the maximum likelihood estimation of a positive extreme value index
    scientific article; zbMATH DE number 7098898

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      Revisiting the maximum likelihood estimation of a positive extreme value index (English)
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      28 August 2019
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      bias estimation
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      heavy tails
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      semiparametric estimation
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      statistics of extremes
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