Heavy tail index estimation based on block order statistics (Q5036864)
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scientific article; zbMATH DE number 7480169
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| English | Heavy tail index estimation based on block order statistics |
scientific article; zbMATH DE number 7480169 |
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Heavy tail index estimation based on block order statistics (English)
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23 February 2022
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asymptotic expansion
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asymptotic normality
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consistency
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heavy tail index
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