Bootstrap confidence intervals for the pareto index (Q4493687)

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scientific article; zbMATH DE number 1487205
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Bootstrap confidence intervals for the pareto index
scientific article; zbMATH DE number 1487205

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    Bootstrap confidence intervals for the pareto index (English)
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    19 July 2001
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    tail index
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    Pareto distribution
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    asymptotic expansion
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    interpolation
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    undersampling
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