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On the estimation of the variability in the distribution tail - MaRDI portal

On the estimation of the variability in the distribution tail (Q2074679)

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scientific article; zbMATH DE number 7471958
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On the estimation of the variability in the distribution tail
scientific article; zbMATH DE number 7471958

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    On the estimation of the variability in the distribution tail (English)
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    10 February 2022
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    Gini functional
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    risk measure
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    variability measure
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    distribution tail
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    extreme-value theory
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