Estimation of the maximal moment exponent with censored data (Q4787647)
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scientific article; zbMATH DE number 1850379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the maximal moment exponent with censored data |
scientific article; zbMATH DE number 1850379 |
Statements
Estimation of the maximal moment exponent with censored data (English)
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2000
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extreme events
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heavy tail
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Hill estimator
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Pareto distribution
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stable distribution
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