Weighted least-squares estimators of tail indices (Q2772022)

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scientific article; zbMATH DE number 1706565
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    Weighted least-squares estimators of tail indices
    scientific article; zbMATH DE number 1706565

      Statements

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      18 February 2002
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      weighted least-squares estimators
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      tail index
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      asymptotic normality
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      Weighted least-squares estimators of tail indices (English)
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      Identifiers