Asymptotic normality of location invariant heavy tail index estimator (Q650731)

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scientific article; zbMATH DE number 5981300
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    Asymptotic normality of location invariant heavy tail index estimator
    scientific article; zbMATH DE number 5981300

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      Asymptotic normality of location invariant heavy tail index estimator (English)
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      27 November 2011
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      asymptotic normality
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      location invariant index estimator
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      second order regular variation
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      tail index
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