Weighted least squares estimation of the extreme value index (Q2493855)

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scientific article; zbMATH DE number 5033124
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    Weighted least squares estimation of the extreme value index
    scientific article; zbMATH DE number 5033124

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      Weighted least squares estimation of the extreme value index (English)
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      16 June 2006
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      extreme value index
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      least squares estimator
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      Hill estimator
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