Limiting behaviour of a geometric-type estimator for tail indices.

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Publication:1423351

DOI10.1016/S0167-6687(03)00135-5zbMath1104.62310MaRDI QIDQ1423351

Ana Cristina Moreira Freitas, Margarida Brito

Publication date: 14 February 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)




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