Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646)

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Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution
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    Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (English)
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    5 September 2019
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    tail index
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    heavy-tailed distribution
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    empirical likelihood
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    adjusted empirical likelihood
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    coverage probability
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