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