Box–Cox transformations and heavy-tailed distributions (Q4822462)

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scientific article; zbMATH DE number 2109921
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Box–Cox transformations and heavy-tailed distributions
scientific article; zbMATH DE number 2109921

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    Box–Cox transformations and heavy-tailed distributions (English)
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    25 October 2004
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    Box-Cox transformation
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    second-order regular variation
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    Hill estimator
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    heavy-tailed distributions
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