Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458)
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scientific article; zbMATH DE number 7881879
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| English | Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators |
scientific article; zbMATH DE number 7881879 |
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Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (English)
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16 July 2024
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statistics of extremes
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semi-parametric estimation
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bias estimation
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heavy tails
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optimal levels
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