Asymptotic normality of Hill estimator for truncated data (Q428567)
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scientific article; zbMATH DE number 6049130
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| English | Asymptotic normality of Hill estimator for truncated data |
scientific article; zbMATH DE number 6049130 |
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Asymptotic normality of Hill estimator for truncated data (English)
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22 June 2012
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heavy tails
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truncation
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second order regular variation
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Hill estimator
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asymptotic normality
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