Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851)

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scientific article; zbMATH DE number 7824103
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Optimal weighted pooling for inference about the tail index and extreme quantiles
scientific article; zbMATH DE number 7824103

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    Optimal weighted pooling for inference about the tail index and extreme quantiles (English)
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    26 March 2024
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    extreme values
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    heavy tails
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    inference
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    pooling
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    testing
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