Strong convergence bound of the Pareto index estimator under right censoring
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- Mixed moment estimator and location invariant alternatives
- On Smooth Statistical Tail Functionals
- Pareto Index Estimation Under Moderate Right Censoring
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
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