Extreme value inference for heterogeneous power law data (Q6177326)

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scientific article; zbMATH DE number 7732750
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Extreme value inference for heterogeneous power law data
scientific article; zbMATH DE number 7732750

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    Extreme value inference for heterogeneous power law data (English)
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    31 August 2023
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    extreme value statistics
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    functional central limit theorem
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    heterogeneous scales model
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    Hill estimator
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    nonidentical distributions
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    weighted tail empirical process
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