A local moment type estimator for the extreme value index in regression with random covariates (Q2925558)
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English | A local moment type estimator for the extreme value index in regression with random covariates |
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A local moment type estimator for the extreme value index in regression with random covariates (English)
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16 October 2014
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extreme value index
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local estimation
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max-domain of attraction
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second-order condition
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