Weighted least squares estimation of the extreme value index (Q2493855)
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scientific article; zbMATH DE number 5033124
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| English | 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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