Modification of moment-based tail index estimator: sums versus maxima (Q2417437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modification of moment-based tail index estimator: sums versus maxima |
scientific article |
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Modification of moment-based tail index estimator: sums versus maxima (English)
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12 June 2019
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extreme-value index
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estimator
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asymptotic normality
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