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