Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimator of conditional tail expectation of Pareto-type distribution |
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Robust estimator of conditional tail expectation of Pareto-type distribution (English)
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28 January 2021
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conditional tail expectation
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t-Hill estimator
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tail index
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heavy-tailed distribution
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robust estimator
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