Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272)
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English | Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach |
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Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (English)
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11 March 2008
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Lévy-stable law
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Extreme values
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Heavy tails
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Hill's estimator
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Scale parameter estimator
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