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Some results on estimation of the tail index of a distribution - MaRDI portal

Some results on estimation of the tail index of a distribution (Q1387509)

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scientific article; zbMATH DE number 1159363
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Some results on estimation of the tail index of a distribution
scientific article; zbMATH DE number 1159363

    Statements

    Some results on estimation of the tail index of a distribution (English)
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    31 July 2001
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    tail index
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    strong convergence
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    mean squared error
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    comparisons of estimators
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