Change point test for tail index of scale-shifted processes (Q490349)
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scientific article; zbMATH DE number 6389294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point test for tail index of scale-shifted processes |
scientific article; zbMATH DE number 6389294 |
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Change point test for tail index of scale-shifted processes (English)
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22 January 2015
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tail index
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Hill estimator
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change point test
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tail index estimation
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scale parameter shift
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