Refined pickands estimators wtth bias correction (Q4337160)

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scientific article; zbMATH DE number 1010772
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Refined pickands estimators wtth bias correction
scientific article; zbMATH DE number 1010772

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    Refined pickands estimators wtth bias correction (English)
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    11 November 1997
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    univariate extreme value distribution
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    extreme value index
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    choice of fraction of largest order statistics
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    mixed Pickands estimator
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    refined Pickands estimator
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    bias correction
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    robustness
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