Tail product-limit process for truncated data with application to extreme value index estimation (Q291405)
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English | Tail product-limit process for truncated data with application to extreme value index estimation |
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Tail product-limit process for truncated data with application to extreme value index estimation (English)
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7 June 2016
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empirical process
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tail product-limit process
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weighted Gaussian approximation
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extreme value index
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heavy tails
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high quantiles
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Hill estimator
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Lynden-Bell estimator
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random truncation
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