Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443)

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Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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    Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (English)
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    10 June 2009
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    heavy tails
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    log-excesses
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    maximum likelihood
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    semiparametric estimation
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    statistics of extremes
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