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Partially smooth tail-index estimation for small samples - MaRDI portal

Partially smooth tail-index estimation for small samples (Q2513368)

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Partially smooth tail-index estimation for small samples
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    Partially smooth tail-index estimation for small samples (English)
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    28 January 2015
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    tail-index estimation
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    small-sample performance
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    monotone density estimation
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    probability weighted moments
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    L-moments
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    extreme-value theory
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