Estimating Pareto tail index based on sample means (Q3433267)
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scientific article; zbMATH DE number 5147267
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| English | Estimating Pareto tail index based on sample means |
scientific article; zbMATH DE number 5147267 |
Statements
27 April 2007
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domain of attraction
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Pareto index
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strong embedding of empirical process
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tail behavior
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0.8539028167724609
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0.8350053429603577
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0.8311330080032349
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