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Testing for small bias of tail index estimators - MaRDI portal

Testing for small bias of tail index estimators (Q2571229)

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Testing for small bias of tail index estimators
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    Testing for small bias of tail index estimators (English)
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    1 November 2005
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    tail index
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    kernel and weight estimators
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    asymptotic joint distributions
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    testing for small bias
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    adaptive (t)estimators
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    simulations
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    tables
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    fire insurance
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