A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold (Q527121)
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English | A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold |
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A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold (English)
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16 May 2017
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extreme value index
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heavy-tails
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Lynden-Bell estimator
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random truncation
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