Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (Q3084954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? |
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Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (English)
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25 March 2011
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extremes
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semi-parametric estimation
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bias estimation
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heavy tails
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