Weighted least-squares estimators of tail indices (Q2772022)

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scientific article; zbMATH DE number 1706565
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English
Weighted least-squares estimators of tail indices
scientific article; zbMATH DE number 1706565

    Statements

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    18 February 2002
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    weighted least-squares estimators
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    tail index
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    asymptotic normality
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    Weighted least-squares estimators of tail indices (English)
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