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scientific article; zbMATH DE number 2042812
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| English | No label defined |
scientific article; zbMATH DE number 2042812 |
Statements
15 February 2004
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asymptotic independence
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extreme value theory
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Hill's estimator
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risk management
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tail index
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0.796632707118988
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0.7907180786132812
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0.7875497341156006
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0.7805917263031006
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0.7792054414749146
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