Location invariant heavy tail index estimation with block method (Q5089919)

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scientific article; zbMATH DE number 7557629
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Location invariant heavy tail index estimation with block method
scientific article; zbMATH DE number 7557629

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    Location invariant heavy tail index estimation with block method (English)
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    15 July 2022
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    asymptotic normality
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    consistency
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    Hill-type estimator
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