Divergence based robust estimation of the tail index through an exponential regression model (Q2404621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergence based robust estimation of the tail index through an exponential regression model |
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Divergence based robust estimation of the tail index through an exponential regression model (English)
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19 September 2017
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extreme value theory
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robust methods
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exponential regression model
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density power divergence
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