Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic comparison of the mixed moment and classical extreme value index estimators |
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Asymptotic comparison of the mixed moment and classical extreme value index estimators (English)
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28 April 2008
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statistics of extremes
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semi-parametric estimation
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extreme value index
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asymptotic theory
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