Procedure of test to compare the tail indices (Q904096)

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scientific article; zbMATH DE number 6531042
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    Procedure of test to compare the tail indices
    scientific article; zbMATH DE number 6531042

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      Procedure of test to compare the tail indices (English)
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      15 January 2016
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      extreme value index
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      nonparametric test
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      minimax rates
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