Comparison of the several parameterized estimators for the positive extreme value index (Q5106857)
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scientific article; zbMATH DE number 7192005
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English | Comparison of the several parameterized estimators for the positive extreme value index |
scientific article; zbMATH DE number 7192005 |
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Comparison of the several parameterized estimators for the positive extreme value index (English)
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22 April 2020
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asymptotic normality
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tail index estimation
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parameterized estimators
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regularly varying function
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