Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local robust and asymptotically unbiased estimation of conditional Pareto-type tails |
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Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (English)
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29 January 2015
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Pareto-type distribution
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tail index
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bias-correction
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density power divergence
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local estimation
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