Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445)
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scientific article; zbMATH DE number 1599053
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| English | Using a bootstrap method to choose the sample fraction in tail index estimation |
scientific article; zbMATH DE number 1599053 |
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Using a bootstrap method to choose the sample fraction in tail index estimation (English)
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8 January 2002
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bootstrap
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bias
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mean square error
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optimal extreme sample fraction
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tail index
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0.8030884265899658
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0.8006715178489685
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0.7970391511917114
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0.7929457426071167
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