A class of asymptotically unbiased semi-parametric estimators of the tail index.
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Publication:1872866
DOI10.1007/BF02595711zbMath1039.62041MaRDI QIDQ1872866
M. Ivette Gomes, Frederico Caeiro
Publication date: 18 May 2003
Published in: Test (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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