Tail index varying coefficient model (Q5022769)
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scientific article; zbMATH DE number 7459970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index varying coefficient model |
scientific article; zbMATH DE number 7459970 |
Statements
Tail index varying coefficient model (English)
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19 January 2022
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asymptotic normality
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local polynomial fitting
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Pareto-type distributions
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tail index
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varying coefficient model
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