Estimating the tail index: another algorithmic method (Q2941775)
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scientific article; zbMATH DE number 6475363
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| English | Estimating the tail index: another algorithmic method |
scientific article; zbMATH DE number 6475363 |
Statements
25 August 2015
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extreme value theory
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tail index
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Hill estimator
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generalized Hill estimator
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0.81814044713974
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0.8112145662307739
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0.802278459072113
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0.7867861390113831
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