IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080)
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scientific article; zbMATH DE number 7144197
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| English | IPO estimation of heaviness of the distribution beyond regularly varying tails |
scientific article; zbMATH DE number 7144197 |
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IPO estimation of heaviness of the distribution beyond regularly varying tails (English)
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18 December 2019
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nonparametric estimation, point estimators
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tail inference
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IPO estimation
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extreme quantiles
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simulation
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inverse probabilities for \(p\)-outside values estimation method, index of regular variation
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0.7338422536849976
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0.7226632237434387
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0.7226625084877014
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0.7181926369667053
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