Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736)

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Uniform in bandwidth consistency of kernel estimators of the tail index
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    Uniform in bandwidth consistency of kernel estimators of the tail index (English)
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    27 November 2011
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    Pareto-type distributions
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    Hill estimator
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    tail index
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    uniform in bandwidth consistency
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    kernel-type estimators
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    fixed design
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    plug-in estimator
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