The estimations under power normalization for the tail index, with comparison (Q2316743)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimations under power normalization for the tail index, with comparison |
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The estimations under power normalization for the tail index, with comparison (English)
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6 August 2019
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power normalization
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generalized Pareto distributions
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Hill estimators
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moment estimator
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moment ratio estimator
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