Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012)

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Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
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    Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (English)
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    27 August 2019
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    bias reduction
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    extreme value index
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    product limit estimator
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    random truncation
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    second-order parameter
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