Fast and asymptotically efficient estimation for t and log( t ) distributions
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Publication:6862295
Cites work
- A simple general approach to inference about the tail of a distribution
- Direct reduction of bias of the classical Hill estimator
- Extreme value theory. An introduction.
- Fast and asymptotically efficient estimation in the Hawkes processes
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- New closed‐form efficient estimator for multivariate gamma distribution
- New efficient estimators for the Weibull distribution
- On automatic bias reduction for extreme expectile estimation
- On multi-step MLE-process for Markov sequences
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