Tail Index Regression (Q5254743)
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scientific article; zbMATH DE number 6444379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Index Regression |
scientific article; zbMATH DE number 6444379 |
Statements
Tail Index Regression (English)
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10 June 2015
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generated extreme distribution
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generalised Pareto distribution
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Hill estimator
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