Adaptive and minimax optimal estimation of the tail coefficient (Q2950209)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive and minimax optimal estimation of the tail coefficient |
scientific article |
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Adaptive and minimax optimal estimation of the tail coefficient (English)
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8 October 2015
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adaptive estimation
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extreme value index
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minimax optimal bounds
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Pareto-type distributions
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