Local-maximum-based tail index estimator (Q2257586)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local-maximum-based tail index estimator |
scientific article |
Statements
Local-maximum-based tail index estimator (English)
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25 February 2015
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asymptotic normality
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extreme value index
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generalized DPR estimator
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mean squared error
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tail index
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