Generalized Pickands' estimators for the tail index parameter and max-semistability (Q906627)
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English | Generalized Pickands' estimators for the tail index parameter and max-semistability |
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Generalized Pickands' estimators for the tail index parameter and max-semistability (English)
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22 January 2016
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generalized Pickands' estimator
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max-semistable laws
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geometrically growing sequence
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ratio of differences of order statistics
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