Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring |
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Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (English)
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18 March 2016
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extreme value index
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Gaussian approximation
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Hill estimator
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empirical process
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random censoring
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