Tail index estimation and an exponential regression model
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Publication:1582511
DOI10.1023/A:1009975020370zbMath0947.62034OpenAlexW1594350919MaRDI QIDQ1582511
Yuri Goegebeur, Jan Beirlant, Gunther Matthys, Goedele Dierckx
Publication date: 11 October 2000
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009975020370
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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